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Aktienindex 1 Anlageverhalten 1 Artificial intelligence 1 Behavioural finance 1 Financial analysis 1 Finanzanalyse 1 Foldover 1 Generalized minimum aberration 1 Heuristics 1 Heuristik 1 Indicator function 1 Künstliche Intelligenz 1 Machine learning 1 Mathematical programming 1 Mathematische Optimierung 1 Parallel flats design 1 Partial replication 1 Portfolio selection 1 Portfolio-Management 1 Projection estimation capacity 1 Semifoldover 1 Stock index 1 Theorie 1 Theory 1 index tracking 1 partial replication 1 stocks selection 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1 Undetermined 1
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Edwards, David 1 Ivaşcu, Codruę Florin 1
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Algorithmic finance 1 Metrika 1
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ECONIS (ZBW) 1 RePEc 1
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Heuristic methods for stock selection and allocation in an index tracking problem
Ivaşcu, Codruę Florin - In: Algorithmic finance 9 (2022) 3/4, pp. 103-119
Persistent link: https://www.econbiz.de/10013459975
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Follow-up experiments for two-level fractional factorial designs via double semifoldover
Edwards, David - In: Metrika 77 (2014) 4, pp. 483-507
The addition of another fraction to an initial experiment is often necessary to resolve ambiguities involving aliasing of factorial effects. One of the most widely used techniques for the selection of a follow-up experiment is foldover. However, semifoldover (i.e., adding half of a foldover...
Persistent link: https://www.econbiz.de/10010995122
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