Portfolio-based algorithm selection has seen tremendous practical success over the past two decades. This configuration procedure works by first selecting a portfolio of diverse parameter settings, and then, on given problem instance, using an selector to choose setting from with strong predicted performance. Oftentimes, both are chosen training set typical instances application domain at hand....

This paper proposes the PROMETHEE II based multicriteria approach for cryptocurrency portfolio selection. Such an allows considering a number of variables important cryptocurrencies rather than limiting them to commonly employed return and risk. The proposed multiobjective decision making model gives best daily return, standard deviation, value-at-risk, conditional volume, market capitalization...

The purpose of this paper is to suggest a new theory of portfolio selection which is based on evolutionary reasoning in simple repeated market situations. According to this new point of view the ultimate success of a portfolio strategy is measured by the wealth share the strategy is eventually able to conquer in an evolutionary process of market selection. We identify a simple portfolio strateg...