Hyperparameter Optimization for Black-Litterman Model via Genetic Algorithms

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Müjdeci S. Y., Alnahas D., Öcal M., DURU N., Tüccar B.

International Conference on INnovations in Intelligent SysTems and Applications INISTA 2021, Kocaeli, Turkey, 19 August 2021, (Full Text)

• Publication Type: Conference Paper / Full Text
• Doi Number: 10.1109/inista52262.2021.9548343
• City: Kocaeli
• Country: Turkey
• Kocaeli University Affiliated: Yes

Abstract

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