An efficient method of evaluating portfolio risk and return.
Riccardo BramanteGimmi DallagoPublished in: Comput. Stat. (2013)
Keyphrases
- cost function
- preprocessing
- significant improvement
- evaluation method
- detection method
- pairwise
- statistical methods
- experimental evaluation
- high precision
- highly efficient
- feature selection
- optimization method
- synthetic data
- error rate
- optimization algorithm
- theoretical analysis
- probabilistic model
- computational cost
- prior knowledge
- multiresolution
- artificial neural networks