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"Feature selection for portfolio optimization."

Thomas Trier Bjerring, Omri Ross, Alex Weissensteiner (2017)

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DOI: 10.1007/S10479-016-2155-Y

access: closed

type: Journal Article

metadata version: 2020-08-13

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  - https://dblp.org/rec/journals/anor/BjerringRW17
Thomas Trier Bjerring, Omri Ross, Alex Weissensteiner:
Feature selection for portfolio optimization. Ann. Oper. Res. 256(1): 21-40 (2017)

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