Interactive Decision Making Method Based on Improved Mean-Variance Model for Portfolio.
Shicheng HuWenqian LiFang LiYang LiuPublished in: CSAE (2019)
Keyphrases
- mathematical model
- decision making
- probabilistic model
- theoretical analysis
- statistical model
- evaluation method
- cost function
- high order
- objective function
- markov model
- linear regression
- test data
- regression analysis
- sensitivity analysis
- reconstruction method
- prior knowledge
- modeling method
- network model
- hybrid method
- hybrid model
- parameter estimation
- significant improvement
- fuzzy linear programming
- study proposes
- prior information
- bayesian framework
- dynamic programming
- monte carlo simulation
- optimization method
- evaluation model
- closed form
- segmentation method
- energy function
- input data
- similarity measure
- improved algorithm
- bp neural network
- linear model
- recognition algorithm
- autoregressive
- clustering method
- fuzzy logic
- artificial neural networks