A Credibilitic Multi-objective Portfolio Selection Model with Liquidity Constraints and its Algorithm.
Xiaolian MengYingru ZhouPublished in: ICISCAE (ACM) (2021)
Keyphrases
- multi objective
- objective function
- probabilistic model
- cost function
- optimization algorithm
- learning algorithm
- np hard
- neural network
- dynamic programming
- probability distribution
- particle swarm optimization
- portfolio optimization
- portfolio selection
- linear programming
- decision support system
- integer program
- search space
- genetic algorithm