Portfolio Optimization by Means of a \chi -Armed Bandit Algorithm.

Mahdi Moeini Oliver Wendt Linus Krumrey

Published in: ACIIDS (2) (2016)

Keyphrases

optimization algorithm
search space
cost function
dynamic programming
simulated annealing
genetic algorithm
objective function
optimal solution
k means
long term
data warehouse
clustering method
ant colony optimization