Chetan Saran Mehra, Adam Prügel-Bennett, Enrico Gerding, Valentin Robu. Constructing smart portfolios from data driven quantitative investment models. In IEEE Conference on Computational Intelligence for Financial Engineering & Economics, CIFEr 2014, London, UK, March 27-28, 2014. pages 166-173, IEEE, 2014. [doi]
Abstract is missing.