A synthetic data-plus-features driven approach for portfolio optimization
Year of publication: |
2023
|
---|---|
Authors: | Pagnoncelli, Bernardo K. ; Ramírez, Domingo ; Rahimian, Hamed ; Cifuentes, Arturo |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 62.2023, 1, p. 187-204
|
Subject: | Investment decisions | Machine learning | Optimization techniques | Portfolio choice | Simulation methods | Portfolio-Management | Portfolio selection | Simulation | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Künstliche Intelligenz | Artificial intelligence |
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