Improving Portfolio Performance Using a Novel Method for Predicting Financial Regimes.
Piotr PomorskiDenise GorsePublished in: LOD (2) (2023)
Keyphrases
- support vector machine svm
- main contribution
- high accuracy
- synthetic data
- cost function
- mutual information
- evaluation method
- high precision
- detection method
- experimental evaluation
- preprocessing
- computational complexity
- edge detection
- decision making
- computationally efficient
- probabilistic model
- optimization algorithm
- dynamic programming
- classification method
- clustering algorithm