A Progressive Resampling Algorithm for Finding Very Sparse Investment Portfolios

Marko Hassinen, Antti Ukkonen. A Progressive Resampling Algorithm for Finding Very Sparse Investment Portfolios. In Carlos Alzate, Anna Monreale, Livio Bioglio, Valerio Bitetta, Ilaria Bordino, Guido Caldarelli, Andrea Ferretti, Riccardo Guidotti, Francesco Gullo, Stefano Pascolutti, Ruggero G. Pensa, Céline Robardet, Tiziano Squartini, editors, ECML PKDD 2018 Workshops - MIDAS 2018 and PAP 2018, Dublin, Ireland, September 10-14, 2018, Proceedings. Volume 11054 of Lecture Notes in Computer Science, pages 66-80, Springer, 2018. [doi]

@inproceedings{HassinenU18,
  title = {A Progressive Resampling Algorithm for Finding Very Sparse Investment Portfolios},
  author = {Marko Hassinen and Antti Ukkonen},
  year = {2018},
  doi = {10.1007/978-3-030-13463-1_5},
  url = {https://doi.org/10.1007/978-3-030-13463-1_5},
  researchr = {https://researchr.org/publication/HassinenU18},
  cites = {0},
  citedby = {0},
  pages = {66-80},
  booktitle = {ECML PKDD 2018 Workshops - MIDAS 2018 and PAP 2018, Dublin, Ireland, September 10-14, 2018, Proceedings},
  editor = {Carlos Alzate and Anna Monreale and Livio Bioglio and Valerio Bitetta and Ilaria Bordino and Guido Caldarelli and Andrea Ferretti and Riccardo Guidotti and Francesco Gullo and Stefano Pascolutti and Ruggero G. Pensa and Céline Robardet and Tiziano Squartini},
  volume = {11054},
  series = {Lecture Notes in Computer Science},
  publisher = {Springer},
  isbn = {978-3-030-13463-1},
}