Online Learning of Portfolio Ensembles with Sector Exposure Regularization.
Guy UzielRan El-YanivPublished in: CoRR (2016)
Keyphrases
- online learning
- higher education
- e learning
- computer mediated
- distance learning
- distance education
- regularization parameter
- decision trees
- ensemble learning
- online course
- ensemble methods
- decision making
- neural network
- classifier ensemble
- active learning
- blended learning
- online learning environments
- regularization term
- online algorithms
- reproducing kernel hilbert space
- classroom learning
- ensemble selection
- regularization method
- portfolio optimization
- portfolio selection
- data sets
- prior information
- machine learning
- lower bound
- random forests
- multi class
- collaborative learning