Dynamic sparse portfolio rebalancing model: A perspective of investors' behavior-related decisions.
Ju WeiXipeng LiuWeiguo FanPublished in: Knowl. Based Syst. (2022)
Keyphrases
- computational model
- statistical model
- formal model
- high level
- search algorithm
- theoretical analysis
- dynamic behavior
- experimental data
- dynamically updated
- genetic algorithm
- dynamic behaviors
- trust model
- simulation model
- conceptual model
- theoretical framework
- parameter estimation
- probabilistic model
- learning algorithm