Application of XCSR Model for Dynamic Portfolio Selection
نویسندگان
چکیده
منابع مشابه
Application of XCSR Model for Dynamic Portfolio Selection
Security selection is the most time-consuming problem in investment process. Today, investing environment is more complex than before and investors can’t see through the information frame, the reality behind which they are unable to scrutinize. Static model cannot provide appropriate solutions when current phenomena are completely different from that of the training period. Learning classifier ...
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ژورنال
عنوان ژورنال: Contemporary Management Research
سال: 2009
ISSN: 1813-5498
DOI: 10.7903/cmr.1152