A new method for dynamic portfolio choice based on copulas.
Qifa XuShaojie LiuJingdong LiuPublished in: ICNC (2010)
Keyphrases
- high precision
- objective function
- machine learning
- classification method
- theoretical analysis
- cost function
- prior knowledge
- computational complexity
- similarity measure
- artificial neural networks
- experimental evaluation
- high accuracy
- dynamic environments
- detection method
- synthetic data
- segmentation method
- decision making
- data sets
- significant improvement
- classification accuracy
- feature set
- expectation maximization
- clustering method