Optimising portfolio diversification and dimensionality.
M. BarkhagenSergio GarcíaJacek GondzioJörg KalcsicsJ. KroeskeSotirios SabanisA. StaalPublished in: J. Glob. Optim. (2023)
Keyphrases
- high dimensional
- feature space
- dimensionality reduction
- tabu search
- decision making
- intrinsic dimensionality
- high dimensionality
- portfolio selection
- market data
- search result diversification
- artificial intelligence
- portfolio optimization
- transaction costs
- federated search
- high dimension
- lower dimensional
- small size
- high dimensional data
- low dimensional
- digital libraries
- computer vision