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Feature selection for portfolio optimization
Thomas Trier Bjerring,
Omry Ross
, Alex Weissensteiner
Department of Computer Science
7
Citations (Scopus)
52
Downloads (Pure)
Overview
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Dive into the research topics of 'Feature selection for portfolio optimization'. Together they form a unique fingerprint.
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Business & Economics
Assets
17%
Covariance Matrix
17%
Diversification Benefits
18%
Feature Selection
100%
Menu
16%
Parameter Estimation
35%
Parameter Uncertainty
20%
Portfolio Optimization
65%
Portfolio Selection
62%
Rule-based
16%
Rules of Thumb
18%
Simple Rules
19%