Data Driven Rank Ordering and Its Application to Financial Portfolio Construction.
Maria DobrskaHui WangWilliam BlackburnPublished in: KSEM (2009)
Keyphrases
- data driven
- portfolio optimization
- portfolio management
- decision making
- portfolio selection
- databases
- information systems
- financial data
- construction process
- partial order
- rank order
- rank aggregation
- financial markets
- fraud detection
- database
- stock market
- bayesian networks
- search engine
- artificial intelligence
- real time