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An uncertainty theory based tri-objective behavioral portfolio selection model with loss aversion and reference level using a modified evolutionary root system growth algorithm.
Yuefen Chen
Bo Li
Published in:
J. Comput. Appl. Math. (2024)
Keyphrases
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probabilistic model
cost function
tree structure
portfolio selection
theoretical framework
learning algorithm
objective function
computational complexity
dynamic programming
benchmark problems
np hard
simulated annealing
robust optimization
optimal solution
search space
probability distribution