A hybrid approach for generating investor views in Black-Litterman model.

Mahmut Kara Aydin Ulucan Kazim Baris Atici

Published in: Expert Syst. Appl. (2019)

Keyphrases

mathematical model
viewpoint
computer vision
statistical model
theoretical framework
computational model
neural network model
neural network
parameter estimation
input data
d objects
management system
probability distribution
probabilistic model
bayesian networks
similarity measure
high level
decision making