A python-based multicriteria portfolio selection DSS.
Panos XidonasHaris Ch. DoukasElissaios SarmasPublished in: RAIRO Oper. Res. (2021)
Keyphrases
- portfolio selection
- decision support system
- multistage stochastic
- open source
- programming language
- portfolio optimization
- multiple objectives
- portfolio management
- robust optimization
- decision problems
- financial markets
- management system
- case based reasoning
- optimal portfolio
- neural network
- decision makers
- transaction costs
- expert systems
- support vector
- artificial intelligence