Early portfolio pruning: a scalable approach to hybrid portfolio selection.

Autor: Gioia DG; Department of Mathematical Sciences, Politecnico di Torino, Corso Duca degli Abruzzi 24, 10129 Torino, Italy., Fior J; Department of Control and Computer Engineering, Politecnico di Torino, Corso Duca degli Abruzzi 24, 10129 Torino, Italy., Cagliero L; Department of Control and Computer Engineering, Politecnico di Torino, Corso Duca degli Abruzzi 24, 10129 Torino, Italy.

Publikováno v: Knowledge and information systems [Knowl Inf Syst] 2023; Vol. 65 (6), pp. 2485-2508. Date of Electronic Publication: 2023 Jan 31.