Application of Ensemble Learning for Views Generation in Meucci Portfolio Optimization Framework
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- Didenko Alexander & Demicheva Svetlana, 2013. "Application of Ensemble Learning for views generation in Meucci portfolio optimization framework," Review of Business and Economics Studies, CyberLeninka;Федеральное государственное образовательное бюджетное учреждение высшего профессионального образования «Финансовый университет при Правительстве Российской Федерации» (Финансовый университет), issue 1, pages 100-110.
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More about this item
KeywordsRandom Forest; Ensemble Learning; Meucci portfolio optimization; fundamental analysis; technical analysis;
- C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
- C6 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
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