Instruct: Given a paper title, retrieve paper titles that are cited by the given paper
Query: Twenty years of linear programming based portfolio optimization
Metaheuristics for the portfolio selection problem
portfolio optimization for heavy - tailed assets : extreme risk index vs .
A novel approach to dynamic portfolio trading system using multitree genetic programming
Confidence Weighted Mean Reversion Strategy for Online Portfolio Selection
Independent factor reinforcement learning for portfolio management
Robust Median Reversion Strategy for Online Portfolio Selection
Portfolio Choice Based on Third-Degree Stochastic Dominance
Portfolio choice and the Bayesian Kelly criterion
Fuzzy portfolio selection using fuzzy analytic hierarchy process
An Algorithm for Trading and Portfolio Management Using Q-learning and Sharpe Ratio Maximization
mean – variance portfolio optimization when means and covariances are unknown1 by tze .
Nonlinear trading models through Sharpe Ratio maximization
optimal portfolio selection using regularization marine carrasco and neree noumon .
Combinatorial portfolio selection with the ELECTRE III method: Case study of the Stock Exchange of Thailand (SET)
Optimization and statistical methods for high frequency finance
hybrid approaches and dimensionality reduction for portfolio selection with cardinality constraints .
Portfolio Management using Reinforcement Learning
The trading on the mutual funds by gene expression programming with Sortino ratio
A Perspective on Quantitative Finance : Models for Beating the Market
Introducing Expected Returns into Risk Parity Portfolios: A New Framework for Tactical and Strategic Asset Allocation
Portfolio selection using neural networks
Multirate Multimodal Video Captioning
Efficient subspace segmentation via quadratic programming
How to Write and Use the Ontology Requirements Specification Document
Gadge me if you can: secure and efficient ad-hoc instruction-level randomization for x86 and ARM