Using the XCS classifier system for portfolio allocation of MSCI index component stocks.
Wen-Chih TsaiAn-Pin ChenPublished in: Expert Syst. Appl. (2011)
Keyphrases
- investment strategies
- market data
- learning classifier systems
- index structure
- stock market
- optimal allocation
- databases
- dynamic allocation
- resource allocation
- dow jones
- database
- stock exchange
- indexing techniques
- machine learning
- financial markets
- indexing method
- transaction costs
- investment decisions
- b tree
- decision trees
- decision making
- allocation problems