Portfolio Choice with Genetic Programming
A new method for creating efficient portfolios using genetic programming and economic constraints has been developed, which doubles the out-of-sample Sharpe ratio of existing methods.
Featured in No. 45 on 17 Apr 2024 ·
- Released
- 16 Jan 2024
- First featured
- No. 45 · 17 Apr 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4793204
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