A progressive resampling algorithm for finding very sparse investment portfolios

Marko Hassinen; Antti Ukkonen

doi:10.1007/978-3-030-13463-1_5

A progressive resampling algorithm for finding very sparse investment portfolios

Forskningsoutput: Kapitel i bok/rapport/konferenshandling › Konferensbidrag › Vetenskaplig › Peer review

Originalspråk	engelska
Titel på värdpublikation	ECML PKDD 2018 Workshops : MIDAS 2018 and PAP 2018, Dublin, Ireland, September 10-14, 2018, Proceedings
Redaktörer	Carlos Alzate, Anna Monreale
Förlag	Springer
Utgivningsdatum	2019
Sidor	66-80
ISBN (tryckt)	978-3-030-13462-4
ISBN (elektroniskt)	978-3-030-13463-1
DOI	https://doi.org/10.1007/978-3-030-13463-1_5
Status	Publicerad - 2019
MoE-publikationstyp	A4 Artikel i en konferenspublikation
Evenemang	Workshop on MIning DAta for Financial ApplicationS - Dublin, Irland Varaktighet: 10 sep. 2018 → 14 sep. 2018 Konferensnummer: 3

Publikationsserier

Namn	Lecture Notes in Artificial Intelligence
Förlag	Springer
Volym	11054
ISSN (tryckt)	0302-9743
ISSN (elektroniskt)	1611-3349

Vetenskapsgrenar

113 Data- och informationsvetenskap

Åtkomst av dokument

10.1007/978-3-030-13463-1_5

Citera det här

Hassinen, M., & Ukkonen, A. (2019). A progressive resampling algorithm for finding very sparse investment portfolios. I C. Alzate, & A. Monreale (Red.), ECML PKDD 2018 Workshops: MIDAS 2018 and PAP 2018, Dublin, Ireland, September 10-14, 2018, Proceedings (s. 66-80). (Lecture Notes in Artificial Intelligence; Vol. 11054). Springer. https://doi.org/10.1007/978-3-030-13463-1_5

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Hassinen, M & Ukkonen, A 2019, A progressive resampling algorithm for finding very sparse investment portfolios. i C Alzate & A Monreale (red), ECML PKDD 2018 Workshops: MIDAS 2018 and PAP 2018, Dublin, Ireland, September 10-14, 2018, Proceedings. Lecture Notes in Artificial Intelligence, vol. 11054, Springer, s. 66-80, Workshop on MIning DAta for Financial ApplicationS, Dublin, Irland, 10/09/2018. https://doi.org/10.1007/978-3-030-13463-1_5

A progressive resampling algorithm for finding very sparse investment portfolios. / Hassinen, Marko; Ukkonen, Antti.

ECML PKDD 2018 Workshops: MIDAS 2018 and PAP 2018, Dublin, Ireland, September 10-14, 2018, Proceedings. red. / Carlos Alzate; Anna Monreale. Springer, 2019. s. 66-80 (Lecture Notes in Artificial Intelligence; Vol. 11054).

Forskningsoutput: Kapitel i bok/rapport/konferenshandling › Konferensbidrag › Vetenskaplig › Peer review

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