Handling uncertainty through confidence intervals in portfolio optimization.
Efrain SolaresCarlos A. Coello CoelloEduardo FernándezJorge NavarroPublished in: Swarm Evol. Comput. (2019)
Keyphrases
- confidence intervals
- portfolio optimization
- handling uncertainty
- plan recognition
- data mining and knowledge discovery
- portfolio selection
- sample size
- stock market
- problems involving
- markov chain
- belief functions
- factor analysis
- optimization methods
- risk management
- robust optimization
- stock price
- bi objective
- roc curve
- stock exchange
- machine learning
- monte carlo
- test set
- bayesian networks
- information retrieval
- conditional probabilities
- model selection
- search space