Kernel methods for short-term portfolio management.
Huseyin InceTheodore B. TrafalisPublished in: Expert Syst. Appl. (2006)
Keyphrases
- kernel methods
- short term
- portfolio management
- long term
- stock market
- portfolio optimization
- financial data
- kernel function
- portfolio selection
- support vector
- machine learning
- support vector machine
- short term and long term
- kernel matrix
- feature space
- decision making
- multiple kernel learning
- forecasting model
- transaction costs
- factor analysis
- least squares
- stock price
- neural network