Comparison and robustification of Bayes and Black-Litterman models.

Katrin Schöttle Ralf Werner Rudi Zagst

Published in: Math. Methods Oper. Res. (2010)

Keyphrases

real time
probabilistic model
classification models
databases
complex systems
statistical models
neural network
decision trees
digital images
least squares
statistical analysis
process model
experimental data
mathematical models