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Time-stamped resampling for robust evolutionary portfolio optimization.
Sandra García-Rodríguez
David Quintana
Inés María Galván
Pedro Isasi
Published in:
Expert Syst. Appl. (2012)
Keyphrases
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time stamped
portfolio optimization
robust optimization
portfolio selection
genetic algorithm
stock market
risk management
temporal constraints
bi objective
temporal patterns
factor analysis
problems involving
feature extraction
optimization problems
information extraction
search space
machine learning