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SABER: Stochastic-Aware Bootstrap Ensemble Ranking for portfolio management.

Eleftherios KouloumprisKonstantinos MoutsianasIoannis P. Vlahavas
Published in: Expert Syst. Appl. (2024)
Keyphrases
  • portfolio management
  • portfolio selection
  • portfolio optimization
  • financial data
  • decision making
  • transaction costs
  • neural network
  • feature selection
  • factor analysis
  • ensemble methods
  • genetic algorithm
  • sample size