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The following outline is provided as an overview of and topical guide to finance:
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Algorithm selection is a meta-algorithmic technique to choose an algorithm from a portfolio on an instance-by-instance basis. It is motivated by the observation that on many practical problems, different algorithms have different performance characteristics. That is, while one algorithm performs well in some scenarios, it performs poorly in others and vice versa for another algorithm. If we can identify when to use which algorithm, we can optimize for each scenario and improve overall performance. This is what algorithm selection aims to do. The only prerequisite for applying algorithm selection techniques is that there exists a set of complementary algorithms.
References
- ↑ Cover, Thomas M. (1991). "Universal Portfolios". Mathematical Finance. 1 (1): 1–29. doi:10.1111/j.1467-9965.1991.tb00002.x. S2CID 219967240.
- ↑ Dochow, Robert (2016). Online Algorithms for the Portfolio Selection Problem. Springer Gabler. ISBN 9783658135270.