A novel approach on hybrid Support Vector Machines into optimal portfolio selection.
N. LoukerisI. EleftheriadisEfstratios LivanisPublished in: ISSPIT (2013)
Keyphrases
- portfolio selection
- support vector
- optimal portfolio
- learning machines
- large margin classifiers
- dynamic programming
- financial markets
- support vector machine
- portfolio optimization
- multistage stochastic
- optimal solution
- transaction costs
- kernel function
- pareto optimal
- support vectors
- multiple objectives
- kernel methods
- software development
- case based reasoning
- scheduling problem
- artificial intelligence