Discovery of multi-component portfolio strategies with continuous tuning to the changing market micro-regimes using input-dependent boosting

TitleDiscovery of multi-component portfolio strategies with continuous tuning to the changing market micro-regimes using input-dependent boosting
Publication TypeConference Paper
Year of Publication2008
AuthorsGavrishchaka V, Barinova O, Vezhnevets A, Monina M
Conference NameComputational Finance and its Applications III
Publication LanguageEnglish
URLhttp://library.witpress.com/pages/PaperInfo.asp?PaperID=18909
Citation Key21