An in-depth investigation of five machine learning algorithms for optimizing mixed-asset portfolios including REITs.
Fatim Z. HabbabMichael KampouridisPublished in: Expert Syst. Appl. (2024)
Keyphrases
- machine learning algorithms
- benchmark data sets
- machine learning methods
- machine learning
- learning algorithm
- transaction costs
- decision trees
- random forests
- predictive accuracy
- learning problems
- machine learning approaches
- learning tasks
- depth map
- machine learning models
- portfolio selection
- learning models
- machine learning systems
- standard machine learning algorithms
- neural network
- machine learning and data mining algorithms
- learning systems
- input features
- ensemble methods
- logistic regression
- statistical machine learning
- data mining
- real world