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Estimating a Hedge Fund Return Model Based on a Small Number of Samples.

Dmitriy LevchenkovThomas F. ColemanYuying Li
Published in: INFOR Inf. Syst. Oper. Res. (2009)
Keyphrases
  • small number of samples
  • microarray data
  • huge number
  • high dimensionality
  • training samples
  • gene selection
  • investment strategies
  • data sets
  • high dimensional
  • database
  • feature space
  • multi class
  • portfolio selection