Open AccessPortfolio Selection via Subset Resampling
Author(s) -
Weiwei Shen,
Jun Wang
Publication year - 2017
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.v31i1.10728
Subject(s) - portfolio , portfolio optimization , resampling , computer science , selection (genetic algorithm) , hyperparameter , project portfolio management , modern portfolio theory , post modern portfolio theory , econometrics , efficient frontier , mathematical optimization , machine learning , replicating portfolio , artificial intelligence , economics , mathematics , finance , project management , management