A Prototype Intelligent Agent Based DSS for Quadratic Portfolio Optimization Calculations with Case Based Reasoning.
Edward FalconerAbel UsoroMark StansfieldBrian LeesPublished in: CIMCA/IAWTIC (2005)
Keyphrases
- portfolio optimization
- case based reasoning
- decision support system
- risk management
- portfolio selection
- factor analysis
- problems involving
- portfolio management
- stock market
- expert systems
- robust optimization
- objective function
- bi objective
- stock exchange
- optimization methods
- test bed
- signal processing
- management system
- artificial intelligence
- cluster analysis
- multi objective
- recommender systems
- sharpe ratio