• Surrogate-assisted hyper-param...

Treffer: Surrogate-assisted hyper-parameter search for portfolio optimisation: multi-period considerations

Title:
Surrogate-assisted hyper-parameter search for portfolio optimisation: multi-period considerations
Authors:
van Zyl, Terence L.Aff1, IDs00521023091767_cor1, Woolway, Matthew, Paskaramoorthy, Andrew
Source:
Neural Computing and Applications. 37(18):11663-11680
Database:
Springer Nature Journals