Uncertain portfolio selection with high-order moments.

Wei Chen Yun Wang Jun Zhang Shan Lu

Published in: J. Intell. Fuzzy Syst. (2017)

Keyphrases

high order
portfolio selection
lower order
zernike moments
higher order
low order
decision making
financial markets
robust optimization
pairwise
multiple objectives
bayesian logistic regression
low rank
optimal portfolio
maximum margin
model selection
machine learning