Open AccessOnline Portfolio Selection with Group Sparsity
Author(s) -
Priyanka Das,
Nicholas D. Johnson,
Arindam Banerjee
Publication year - 2014
Publication title -
proceedings of the ... aaai conference on artificial intelligence
Language(s) - Uncategorized
Resource type - Journals
eISSN - 2374-3468
pISSN - 2159-5399
DOI - 10.1609/aaai.v28i1.8907
Subject(s) - portfolio , computer science , portfolio optimization , mathematical optimization , regret , selection (genetic algorithm) , hindsight bias , scalability , selection algorithm , robustness (evolution) , revenue , artificial intelligence , economics , machine learning , mathematics , finance , psychology , biochemistry , chemistry , database , cognitive psychology , gene