Hyperparameter Optimization for Black-Litterman Model via Genetic Algorithms

Safa Yasin Müjdeci, Dima Alnahas, Mehmet Öcal, Nevcihan Duru, Bayram Tüccar. Hyperparameter Optimization for Black-Litterman Model via Genetic Algorithms. In International Conference on INnovations in Intelligent SysTems and Applications, INISTA 2021, Kocaeli, Turkey, August 25-27, 2021. pages 1-5, IEEE, 2021. [doi]

Abstract

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