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HPOSS: A hierarchical portfolio optimization stacking strategy to reduce the generalization error of ensembles of models
Ozelim LCdSM,
Ribeiro DB,
Schiavon JA,
Domingues VR,
Queiroz PIBd
(2023)
HPOSS: A hierarchical portfolio optimization stacking strategy to reduce the generalization error of ensembles of models.
PLOS ONE 18(8): e0290331.
https://doi.org/10.1371/journal.pone.0290331