
Winnowing algorithm with enhanced exploration to optimise portfolio weights
Author(s) -
Bharat V. Chawda,
Jayeshkumar Patel
Publication year - 2020
Publication title -
international journal of intelligent information and database systems
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.133
H-Index - 12
eISSN - 1751-5866
pISSN - 1751-5858
DOI - 10.1504/ijiids.2020.10031613
Subject(s) - winnowing , computer science , algorithm , process (computing) , portfolio , finance , archaeology , economics , history , operating system