A Progressive Resampling Algorithm for Finding Very Sparse Investment Portfolios.
Marko HassinenAntti UkkonenPublished in: MIDAS/PAP@PKDD/ECML (2018)
Keyphrases
- preprocessing
- learning algorithm
- times faster
- computational cost
- detection algorithm
- worst case
- experimental evaluation
- cost function
- computational complexity
- improved algorithm
- recognition algorithm
- objective function
- probabilistic model
- high accuracy
- input data
- theoretical analysis
- simulated annealing
- convergence rate
- optimal solution
- computationally efficient
- significant improvement
- data sets
- search space
- dynamic programming
- np hard