A SimILS-Based Methodology for a Portfolio Optimization Problem with Stochastic Returns.

Laura Calvet Renatas Kizys Angel A. Juan Jésica de Armas

Published in: MS (2016)

Keyphrases

monte carlo
conceptual framework
design methodology
nature inspired
database
data sets
databases
neural network
machine learning
genetic algorithm
multiscale
reinforcement learning
stochastic model