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Discovery of multi-component portfolio strategies with continuous tuning to the changing market micro-regimes using input-dependent boosting
| Title | Discovery of multi-component portfolio strategies with continuous tuning to the changing market micro-regimes using input-dependent boosting |
| Publication Type | Conference Paper |
| Year of Publication | 2008 |
| Authors | Gavrishchaka V, Barinova O, Vezhnevets A, Monina M |
| Conference Name | Computational Finance and its Applications III |
| Publication Language | English |
| URL | http://library.witpress.com/pages/PaperInfo.asp?PaperID=18909 |
| Citation Key | 21 |