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Mean-variance model for portfolio optimization problem in the simultaneous presence of random and uncertain returns.
Zhongfeng Qin
Published in:
Eur. J. Oper. Res. (2015)
Keyphrases
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high level
probabilistic model
mathematical model
formal model
decision making
computational model
data sets
decision trees
multi agent
evolutionary algorithm
cost function
em algorithm
experimental data
robust optimization