Portfelio parinkimo uždavinys yra viliojantis technikos moksluose, tiesioginiuose („online“) algoritmuose ir žinoma financiniuose skaičiavimuose. Šiame darbe buvo naudotas algoritmas, kuris nebando atspėti laimėtojus. ANTICOR algoritmo optimizavimui buvo naudotas genetinis algoritmas ir algoritmo stabdymas. / 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.
| Identifer | oai:union.ndltd.org:LABT_ETD/oai:elaba.lt:LT-eLABa-0001:E.02~2006~D_20090907_190136-91441 |
| Date | 08 September 2009 |
| Creators | Gilytė, Jurgita |
| Contributors | Vaitkus, Pranas, Vilnius University |
| Publisher | Lithuanian Academic Libraries Network (LABT), Vilnius University |
| Source Sets | Lithuanian ETD submission system |
| Language | Lithuanian |
| Detected Language | English |
| Type | Master thesis |
| Format | application/pdf |
| Source | http://vddb.library.lt/obj/LT-eLABa-0001:E.02~2006~D_20090907_190136-91441 |
| Rights | Unrestricted |
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