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Modern Probabilistic Machine Learning and Control Methods for Portfolio Optimization.
Jooyoung Park
Jungdong Lim
Wonbu Lee
Seung-Hyun Ji
Keehoon Sung
Kyungwook Park
Published in:
Int. J. Fuzzy Log. Intell. Syst. (2014)
Keyphrases
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machine learning
machine learning methods
portfolio optimization
statistical methods
optimization methods
source code
objective function
expert systems
long term
dynamic programming
information extraction
text classification
statistical tests