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Use of prediction bias in active learning and its application to large variable annuity : Portfolios
Gweon, Hyukjun; Li, Shu; Xu, Yangxuan - In: Risks : open access journal 12 (2024) 6, pp. 1-14
mining frameworks, including metamodeling and active learning, have been proposed in recent years. Active learning, a …
Persistent link: https://www.econbiz.de/10014636846
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Data mining in credit card portfolio management : a multiple criteria decision making approach
Shi, Yong (contributor) - In: Multiple criteria decision making in the new millennium …, (pp. 427-436). 2001
Persistent link: https://www.econbiz.de/10001695565
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Data Mining with Markowitz Portfolio Optimization in Higher Dimensions
Bennett, Mark - 2015
In the spirit of financial analytics, this is an applied statistical approach to the data mining of equities price … intersecurity time series correlation. It expands the Markowitz Portfolio Theory approach, which depends upon a multivariate normal …
Persistent link: https://www.econbiz.de/10013033552
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A hybrid data mining framework for variable annuity portfolio valuation
Gweon, Hyukjun; Li, Shu - In: ASTIN bulletin : the journal of the International … 53 (2023) 3, pp. 580-595
Persistent link: https://www.econbiz.de/10014342524
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A network-based data mining approach to portfolio selection via weighted clique relaxations
Boginski, Vladimir; Butenko, Sergiy; Shirokikh, Oleg; … - In: Data mining and informatics, (pp. 23-34). 2014
Persistent link: https://www.econbiz.de/10010344244
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Stock picking via nonsymmetrically pruned binary decision trees with reject option
Andriyashin, Anton V. - 2008
Persistent link: https://www.econbiz.de/10008907012
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Multivariate credit portfolio management using cluster analysis
Klotz, Stefan; Lindermeir, Andreas - In: Journal of risk finance : the convergence of financial … 16 (2015) 2, pp. 145-163
Persistent link: https://www.econbiz.de/10010513360
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Stock picking via nonsymmetrically pruned binary decision trees
Andriyashin, Anton V. (contributor) - 2008
between two forecasting methods. -- Decision tree ; stock picking ; pruning ; earnings forecasting ; data mining …
Persistent link: https://www.econbiz.de/10003727376
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Towards decision analytics in product portfolio management
Otten, Sjors; Spruit, Marco René; Helms, Remko - In: Decision Analytics 2 (2015), pp. 1-25
An important strategic decision within the food industry is to achieve the optimal product portfolio allowing an organization to support its customers in the best possible way. Numerous models exist to categorize products based on their relative metrics like revenue, volume, margin or...
Persistent link: https://www.econbiz.de/10011376894
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Clustering stock exchange data by using evolutionary algorithms for portfolio management
Nejad, Malek Khojasteh - In: European research studies 17 (2014) 4, pp. 55-66
Persistent link: https://www.econbiz.de/10012003678