Uncertainty Portfolio Model in Cross Currency Markets.
Weijun XuWeidong XuHongyi LiWeiguo ZhangPublished in: Int. J. Uncertain. Fuzziness Knowl. Based Syst. (2010)
Keyphrases
- computational model
- probabilistic model
- management system
- statistical model
- portfolio optimization
- prior knowledge
- cost function
- neural network model
- mathematical model
- conceptual model
- theoretical framework
- partial information
- prediction model
- formal model
- process model
- genetic algorithm
- theoretical analysis
- objective function
- similarity measure