Optimal Investment under Model Uncertainty in Nondominated Models.
Laurent DenisMagali KervarecPublished in: SIAM J. Control. Optim. (2013)
Keyphrases
- probabilistic model
- statistical model
- statistical models
- experimental data
- computational models
- generic model
- modeling framework
- metamodel
- prediction model
- domain models
- high level
- decision theoretic
- parametric models
- computational model
- closed form
- accurate models
- classification models
- hybrid model
- analytical model
- graphical models
- em algorithm
- optimal solution
- multiple models
- probability distribution
- modeling method
- predictive model
- conceptual model
- generative model
- process model
- bayesian framework