Long-Term Portfolio Management Using Attribute Selection and Combinatorial Fusion.
Jason IrukulapatiD. Frank HsuChristina SchweikertPublished in: ICCI*CC (2018)
Keyphrases
- attribute selection
- portfolio management
- long term
- portfolio optimization
- short term
- decision tree induction
- decision trees
- portfolio selection
- financial data
- information gain
- factor analysis
- classification models
- stock market
- transaction costs
- decision making
- feature selection
- knowledge discovery
- expert systems
- case study