Constructing a dynamic stock portfolio decision-making assistance model: using the Taiwan 50 Index constituents as an example.
Mei-Chih ChenChang-Li LinAn-Pin ChenPublished in: Soft Comput. (2007)
Keyphrases
- decision making
- high level
- computational model
- probabilistic model
- probability distribution
- experimental data
- theoretical framework
- data mining
- em algorithm
- formal model
- cost function
- prior knowledge
- mathematical model
- statistical model
- portfolio optimization
- portfolio selection
- decision model
- fuzzy linear programming
- neural network model
- parameter estimation
- information processing
- decision support system
- decision makers
- fuzzy logic