Self-tuning portfolio-based Bayesian optimization
Thiago de P. Vasconcelos, Daniel Augusto de Souza, Gustavo C. de M. Virgolino, César Mattos, João P. P. Gomes
Topics & Concepts
Computer scienceBayesian optimizationHyperparameterMachine learningPortfolioPortfolio optimizationBenchmarkingArtificial intelligenceBayesian probabilityMathematical optimizationMathematicsMarketingEconomicsFinancial economicsBusinessAdvanced Multi-Objective Optimization AlgorithmsAdvanced Bandit Algorithms ResearchGaussian Processes and Bayesian Inference