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An Extended ASLD Trading System to Enhance Portfolio Management.
- Source :
-
IEEE Transactions on Neural Networks . Mar2003, Vol. 14 Issue 2, p413. 13p. 3 Diagrams, 3 Charts, 5 Graphs. - Publication Year :
- 2003
-
Abstract
- Presents an adaptive supervised learning decision (ASLD) trading system to optimize an expected returns of investment without considering risks. Overview of a standard Markowian portfolio optimization (SMPO); List of training and operation procedures of the proposed ASLD systems; Comparison of the system and SMPO.
- Subjects :
- *RATE of return
*MATHEMATICAL optimization
*MACHINE learning
Subjects
Details
- Language :
- English
- ISSN :
- 10459227
- Volume :
- 14
- Issue :
- 2
- Database :
- Academic Search Index
- Journal :
- IEEE Transactions on Neural Networks
- Publication Type :
- Academic Journal
- Accession number :
- 9471189
- Full Text :
- https://doi.org/10.1109/TNN.2003.809423