Markowitz random forest: Weighting classification and regression trees with modern portfolio theory
Eleftherios Kouloumpris, Ioannis Vlahavas
Topics & Concepts
Random forestWeightingModern portfolio theoryPortfolioRegressionEconometricsArtificial intelligenceStatisticsMathematicsComputer scienceMachine learningEconomicsFinancial economicsMedicineRadiologyData Mining Algorithms and ApplicationsEvolutionary Algorithms and ApplicationsNeural Networks and Applications