A Bayesian Approach to Portfolio Selection in Multicriteria Group Decision Making.
Michael T. M. EmmerichAndré H. DeutzIryna YevseyevaPublished in: CENTERIS/ProjMAN/HCist (2015)
Keyphrases
- group decision making
- portfolio selection
- decision makers
- multiple criteria
- multi criteria
- aggregation operators
- multiple attributes
- decision making
- multi attribute
- multi criteria decision making
- financial markets
- robust optimization
- fuzzy numbers
- artificial intelligence
- mathematical programming
- preference relations
- multi dimensional
- long term
- cooperative
- neural network
- optimal portfolio