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A novel hybrid heuristic algorithm for a new uncertain mean-variance-skewness portfolio selection model with real constraints.
Wei Chen
Yun Wang
Pankaj Gupta
Mukesh Kumar Mehlawat
Published in:
Appl. Intell. (2018)
Keyphrases
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portfolio selection
portfolio optimization
management system
objective function
probabilistic model
theoretical framework
multistage stochastic
optimal portfolio
neural network
data mining
genetic algorithm
probability distribution
non stationary
robust optimization