A data-driven stochastic decision support system to investment portfolio problem under uncertainty.
Amir YousefliMajeed HeydariReza NorouziPublished in: Soft Comput. (2022)
Keyphrases
- decision support system
- data driven
- optimal portfolio
- decision making
- decision makers
- expected utility
- multicriteria decision making
- portfolio selection
- stochastic nature
- portfolio management
- real option
- asset allocation
- decision support
- management system
- market data
- case based reasoning
- decision theory
- investment decisions
- medical decision support systems
- data warehouse
- expert systems
- decision process
- databases
- risk management
- knowledge elicitation
- clinical trials
- investment strategies
- utility function
- knowledge management
- metadata
- data mining
- real world