A Maximal Predictability Portfolio Subject to a turnover Constraint.

Yoshihiro Takaya Hiroshi Konno

Published in: Asia Pac. J. Oper. Res. (2010)

Keyphrases

information technology
data sets
artificial intelligence
decision making
portfolio optimization
neural network
data mining
data structure
evolutionary algorithm
data processing
constraint programming
global constraints
linear constraints
constraint solving
labor market