A higher order portfolio optimization model incorporating information entropy.
Guilherme GonçalvesPeter Fernandes WankeYong TanPublished in: Intell. Syst. Appl. (2022)
Keyphrases
- optimization model
- information entropy
- higher order
- rough sets
- optimization process
- high order
- decision table
- rough set theory
- markov random field
- pairwise
- attribute reduction algorithm
- construction project
- decision making
- attribute values
- data mining
- decision rules
- data sets
- pattern recognition
- feature extraction
- feature selection