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Loss Aversion Robust Optimization Model Under Distribution and Mean Return Ambiguity.
Jia Wang
Mengchu Zhou
Xiwang Guo
Liang Qi
Xu Wang
Published in:
IEEE Trans. Comput. Soc. Syst. (2023)
Keyphrases
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robust optimization
probability distribution
feature selection
theoretical framework
high order
genetic algorithm
artificial intelligence
reinforcement learning
cost function
probabilistic model
semi supervised
case based reasoning