Kernel Minimum Divergence Portfolios.

Linda Chamakh Zoltán Szabó

Published in: CoRR (2021)

Keyphrases

kernel function
jensen shannon
kernel methods
jensen shannon divergence
feature space
kernel matrix
square error
kernel space
portfolio selection
data sets
gaussian processes
support vector
reproducing kernel hilbert space
kl divergence
kernel regression
pairwise
objective function
training data