Robustifying Markowitz.

Wolfgang Karl Härdle Yegor Klochkov Alla Petukhina Nikita Zhivotovskiy

Published in: CoRR (2022)

Keyphrases

portfolio selection
portfolio optimization
problems involving
computer vision
case study
genetic algorithm
training data
artificial neural networks
knowledge discovery
computational intelligence
databases
clustering algorithm
probabilistic model
high level
reinforcement learning