Login / Signup

Belief rule-based system for portfolio optimisation with nonlinear cash-flows and constraints.

Yu-Wang ChenSer-Huang PoonJian-Bo YangDong-Ling XuDongxu ZhangSimon Acomb
Published in: Eur. J. Oper. Res. (2012)
Keyphrases
  • genetic algorithm
  • model predictive control
  • data sets
  • belief revision
  • learning algorithm
  • decision making
  • multiscale
  • global constraints
  • linear constraints