• quantreg

  • Referenced in 149 articles [sw04356]
  • methods for handling censored survival data. Portfolio selection methods based on expected shortfall risk...
  • SATzilla

  • Referenced in 88 articles [sw06281]
  • SATzilla: portfolio-based algorithm selection for SAT. It has been widely observed that there ... automated approach for constructing per-instance algorithm portfolios for SAT that use so-called empirical...
  • CRIO

  • Referenced in 27 articles [sw04840]
  • solve subset selection in regression and portfolio selection in asset allocation...
  • eSTREAM

  • Referenced in 96 articles [sw12699]
  • this final portfolio. For information on the eSTREAM project and selection process, including a timetable ... optimized code for eSTREAM ciphers. Reports on portfolio ciphers’ performance in software can be found...
  • PAMR

  • Referenced in 10 articles [sw15437]
  • Passive aggressive mean reversion strategy for portfolio selection. This article proposes a novel online portfolio ... selection strategy named “Passive Aggressive Mean Reversion” (PAMR). Unlike traditional trend following approaches, the proposed ... technique from machine learning, the proposed portfolio selection strategy can effectively exploit the mean reversion ... almost all state-of-the-art portfolio selection strategies under various performance metrics. In addition...
  • Whirlpool

  • Referenced in 43 articles [sw13339]
  • tweaked” successor, WHIRLPOOL-T, was selected for the NESSIE portfolio of cryptographic primitives. A flaw...
  • IPSSIS

  • Referenced in 14 articles [sw07158]
  • decision support system for equity portfolio construction and selection A fundamental principle of modern portfolio ... rather solve for an efficient set of portfolios, among which the investor must choose, given ... approach for the construction and selection of equity portfolios, which will take into account ... implemented in the IPSSIS (Integrated Portfolio Synthesis and Selection Information System) decision support system...
  • ADELAIS

  • Referenced in 7 articles [sw32881]
  • Portfolio selection using the ADELAIS multiobjective linear programming system. The ADELAIS (Aide à la DEcision ... selection of stock portfolios. A portfolio selection model is developed and applied ... used to design and evaluate alternative portfolios by considering a set of well-known criteria...
  • PROBE

  • Referenced in 8 articles [sw16216]
  • paper addresses the problem of selecting a robust portfolio of projects in the context ... depth, the robustness of selecting a proposed portfolio. The robustness evaluation starts by identifying competitor ... portfolios to the proposed portfolio, its similarities and differences in project composition to its competitors ... decision-maker may have by selecting the proposed portfolio instead of a competitor...
  • CORN

  • Referenced in 6 articles [sw15436]
  • Correlation-driven nonparametric learning approach for portfolio selection. Machine learning techniques have been adopted ... select portfolios from financial markets in some emerging intelligent business applications. In this article...
  • claspfolio 2

  • Referenced in 7 articles [sw11706]
  • architecture that integrates several different portfolio-based algorithm selection approaches and techniques. The claspfolio ... supports various feature generators, solver selection approaches, solver portfolios, as well as solver-schedule-based ... comparing and combining existing portfolio-based algorithm selection approaches and techniques in a single, unified ... different feature sets, selection approaches and base solver portfolios. In addition to gaining substantial insights...
  • LEX

  • Referenced in 19 articles [sw19585]
  • performance, was expected to be selected to the eSTREAM portfolio. In this article we present...
  • OLPS

  • Referenced in 4 articles [sw15435]
  • OLPS: a toolbox for on-line portfolio selection. On-line portfolio selection is a practical ... open-source toolbox for ”On-Line Portfolio Selection” (OLPS), which implements a collection of classical...
  • SOSEMANUK

  • Referenced in 15 articles [sw09724]
  • eSTREAM project and has been selected into the final portfolio. It is noticed that most...
  • llama

  • Referenced in 5 articles [sw23879]
  • train and evaluate algorithm selection models for portfolios...
  • COGARCH.rm

  • Referenced in 1 article [sw26000]
  • package COGARCH.rm: Portfolio selection with multivariate COGARCH(p,q) models. Portfolio selection with ICA-COGARCH...
  • ghyp

  • Referenced in 23 articles [sw08162]
  • contains fitting procedures, an AIC-based model selection routine, and functions for the computation ... probability, random variates, expected shortfall and some portfolio optimization and plotting routines as well...
  • fPortfolio

  • Referenced in 1 article [sw31574]
  • package fPortfolio: Rmetrics - Portfolio Selection and Optimization. Provides a collection of functions to optimize portfolios...
  • rDecode

  • Referenced in 1 article [sw38627]
  • found useful in high dimensional portfolio selection (see Pun (2018) ) and large...
  • TailRiskScenGen.jl

  • Referenced in 1 article [sw36147]
  • provided for two types of problems: Portfolio selection problem with Elliptical return distributions; Stochastic programs...