Hybrid Approaches and Dimensionality Reduction for Portfolio Selection with Cardinality Constraints.
Rubén Ruiz-TorrubianoAlberto SuárezPublished in: IEEE Comput. Intell. Mag. (2010)
Keyphrases
- portfolio selection
- hybrid approaches
- cardinality constraints
- dimensionality reduction
- high dimensional
- functional dependencies
- feature space
- data points
- robust optimization
- financial markets
- entity relationship
- multiple objectives
- feature selection
- deductive databases
- optimal portfolio
- closed sets
- integrity constraints
- database schema
- object oriented
- database systems
- dynamic programming
- relational databases
- decision making