A portfolio stock selection model based on expected utility, entropy and variance.
Irene BritoPublished in: Expert Syst. Appl. (2023)
Keyphrases
- expected utility
- optimal portfolio
- decision theoretic
- utility function
- decision theory
- decision makers
- risk aversion
- influence diagrams
- pareto optimal
- decision making
- belief functions
- portfolio selection
- stock market
- conditional plans
- portfolio optimization
- belief state
- transaction costs
- multi agent
- data mining
- stock price
- decision problems
- graphical models
- multi objective
- cooperative