Heuristic methods for stock selection and allocation in an index tracking problem.
Codrut-Florin IvascuPublished in: Algorithmic Finance (2022)
Keyphrases
- heuristic methods
- tabu search
- optimal solution
- real time
- variable neighborhood search
- visual tracking
- efficient solutions
- moving target
- particle filter
- stock market
- appearance model
- particle filtering
- object tracking
- exact algorithms
- optimal allocation
- database
- stock trading
- indexing techniques
- resource allocation
- index structure
- neural network
- motion model
- short term
- mean shift
- objective function