portfolio solver using a learning algorithm.
Tarek MenouerBertrand Le CunPublished in: SpringSim (Posters) (2014)
Keyphrases
- learning algorithm
- machine learning algorithms
- learning scheme
- portfolio selection
- training data
- active learning
- machine learning
- decision making
- generalization ability
- back propagation
- neural network
- constraint solver
- learning rules
- generalization error
- learning models
- learning tasks
- labeled data
- learning process
- unlabeled data
- learning problems
- support vector machine
- learning rate
- pairwise
- reinforcement learning
- data mining
- portfolio management
- database
- market data