Automatic Trading Agent. RMT based Portfolio Theory and Portfolio Selection.
Malgorzata SnarskaJakub KrzychPublished in: CoRR (2006)
Keyphrases
- portfolio selection
- portfolio theory
- financial markets
- trading agents
- trading strategies
- supply chain
- resource allocation
- robust optimization
- supply chain management
- multiple objectives
- stock price
- optimal portfolio
- data mining
- project management
- stock market
- dynamic environments
- probability distribution
- keywords
- learning algorithm