The Intelligent Portfolio Selection Optimization System, (IPSOS).
N. LoukerisStelios D. BekirosI. EleftheriadisPublished in: IISA (2016)
Keyphrases
- portfolio selection
- robust optimization
- portfolio optimization
- multiple objectives
- multistage stochastic
- financial markets
- combinatorial optimization
- portfolio management
- optimization problems
- optimization algorithm
- stochastic programming
- decision making
- evolutionary algorithm
- information extraction
- text mining
- mathematical programming