Topological Portfolio Selection and Optimization.
Yuanrong WangAntonio BriolaTomaso AstePublished in: ICAIF (2023)
Keyphrases
- portfolio selection
- robust optimization
- portfolio optimization
- multiple objectives
- multistage stochastic
- optimization algorithm
- financial markets
- optimization methods
- mathematical programming
- optimal portfolio
- evolutionary algorithm
- optimization problems
- case based reasoning
- management system
- text mining
- portfolio management
- information extraction