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AMA-K: Aggressive Multi-Temporal Allocation An Algorithm for Aggressive Online Portfolio Selection.
Matthew Kruger
Terence L. van Zyl
Andrew Paskaramoorthy
Published in:
CoRR (2021)
Keyphrases
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computational complexity
portfolio selection
learning algorithm
np hard
dynamic programming
search space
simulated annealing
objective function
worst case
optimization algorithm
benchmark problems
data mining techniques
linear programming