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CORN: Correlation-driven nonparametric learning approach for portfolio selection.
Bin Li
Steven C. H. Hoi
Vivekanand Gopalkrishnan
Published in:
ACM Trans. Intell. Syst. Technol. (2011)
Keyphrases
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portfolio selection
learning algorithm
neural network
machine learning
genetic algorithm
artificial intelligence
reinforcement learning
expert systems
multi objective
network flow
portfolio management