Generic regularization of boosting-based algorithms for the discovery of regime-independent portfolio strategies from high-noise time series

TitleGeneric regularization of boosting-based algorithms for the discovery of regime-independent portfolio strategies from high-noise time series
Publication TypeConference Paper
Year of Publication2009
AuthorsBarinova O, Gavrishchaka V
Conference NameThe Fourth International Conference on Innovative Computing, Information and Control
Publication LanguageEnglish
Citation Key476