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, CĂ©line 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]

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