Onflow: an online portfolio allocation algorithm.
Gabriel TuriniciPierre BrugierePublished in: CoRR (2023)
Keyphrases
- experimental evaluation
- k means
- improved algorithm
- preprocessing
- matching algorithm
- computational cost
- detection algorithm
- search space
- theoretical analysis
- high accuracy
- online learning
- dynamic programming
- expectation maximization
- cost function
- computational complexity
- allocation strategy
- path planning
- neural network
- simulated annealing
- similarity measure
- input data
- state space
- np hard
- evolutionary algorithm
- segmentation algorithm
- lower bound
- clustering method
- tree structure
- search algorithm
- objective function
- approximation algorithms
- recognition algorithm
- selection algorithm
- genetic algorithm