Open AccessHyperparameter Optimization for Portfolio Selection
Author(s) -
Peter Nystrup,
Erik Lindström,
Henrik Madsen
Publication year - 2020
Publication title -
the journal of financial data science
Language(s) - Uncategorized
Resource type - Journals
eISSN - 2640-3951
pISSN - 2640-3943
DOI - 10.3905/jfds.2020.1.035
Subject(s) - hyperparameter , hyperparameter optimization , portfolio optimization , computer science , portfolio , machine learning , artificial intelligence , mathematical optimization , selection (genetic algorithm) , support vector machine , mathematics , economics , financial economics
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