Integration of support vector machines and mean-variance optimization for capital allocation (Q6982028)
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scientific article; zbMATH DE number 8042573
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| English | Integration of support vector machines and mean-variance optimization for capital allocation |
scientific article; zbMATH DE number 8042573 |
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Integration of support vector machines and mean-variance optimization for capital allocation (English)
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19 May 2025
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mixed-integer optimization
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portfolio optimization
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support vector machine
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