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09/13/2022
Pareto Driven Surrogate (ParDen-Sur) Assisted Optimisation of Multi-period Portfolio Backtest Simulations
Portfolio management is a multi-period multi-objective optimisation prob...
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09/28/2021
AMA-K: Aggressive Multi-Temporal Allocation An Algorithm for Aggressive Online Portfolio Selection
Online portfolio selection is an integral componentof wealth management....
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07/05/2021
ParDen: Surrogate Assisted Hyper-Parameter Optimisation for Portfolio Selection
Portfolio optimisation is a multi-objective optimisation problem (MOP), ...
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03/30/2020