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Combining RMT-based filtering with time-stamped resampling for robust portfolio optimization.
David Quintana
Sandra García-Rodríguez
Silvano Cincotti
Pedro Isasi
Published in:
Int. J. Comput. Intell. Syst. (2015)
Keyphrases
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time stamped
portfolio optimization
robust optimization
portfolio selection
stock market
news articles
artificial intelligence
non stationary
short term
discriminant analysis
factor analysis
problems involving
bi objective