Hyperparameter Optimization for Black-Litterman Model via Genetic Algorithms.
Safa Yasin MüjdeciDima AlnahasMehmet ÖcalNevcihan DuruBayram TüccarPublished in: INISTA (2021)
Keyphrases
- genetic algorithm
- probabilistic model
- optimization model
- neural network
- mathematical model
- computational model
- theoretical analysis
- machine learning
- formal model
- optimization method
- fuzzy logic
- particle swarm optimization
- theoretical framework
- management system
- prior knowledge
- conceptual model
- parameter space
- optimal solution
- parameter values
- high level
- evolution strategy