Learning to optimize profits beats predicting returns -: comparing techniques for financial portfolio optimisation

Wei Yan, Martin Victor Sewell, Christopher D. Clack. Learning to optimize profits beats predicting returns -: comparing techniques for financial portfolio optimisation. In Conor Ryan, Maarten Keijzer, editors, Genetic and Evolutionary Computation Conference, GECCO 2008, Proceedings, Atlanta, GA, USA, July 12-16, 2008. pages 1681-1688, ACM, 2008. [doi]

Abstract

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