Interactive Decision Making Method Based on Improved Mean-Variance Model for Portfolio.

Shicheng Hu Wenqian Li Fang Li Yang Liu

Published 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