| Title | Akcijų portfelio modeliavimas / |
|---|---|
| Translation of Title | Stocks portfolio modeling. |
| Authors | Gilytė, Jurgita |
| Full Text |
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| Pages | 20 |
| Abstract [eng] | The portfolio selection problem is a challenging problem for machine learning, online algorithms and of course, computational finance. In this work was used a portfolio selection algorithm, which does not try to predict winners. There were used a genetic algorithm and algorithm stopping, trying to optimize the ANTICOR algorithm. |
| Type | Master thesis |
| Language | Lithuanian |
| Publication date | 2009 |