Meta optimization and its application to portfolio selection

Proceedings of the ACM SIGKDD International Conference on Knowledge Discovery and Data Mining

Volumn , Issue , 2011, Pages 1163-1171

  Das, Puja ^a   Banerjee, Arindam ^a  

^a University of Minnesota   (United States)

Author keywords

Meta optimization; Online learning; Portfolio selection

Indexed keywords

BENCHMARKING; CONVEX OPTIMIZATION; DATA MINING; E-LEARNING;

DATA MINING ALGORITHM; ITERATIVE OPTIMIZATION; ITS APPLICATIONS; META-ALGORITHMS; META-OPTIMIZATION; ONLINE LEARNING; OPTIMIZATION METHOD; PERFORMANCE; PORTFOLIO SELECTION; PREDICTIVE MODELS;

ITERATIVE METHODS;

EID: 80052673419     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1145/2020408.2020588     Document Type: Conference Paper

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