A Stochastic Reachability Approach to Portfolio Construction in Finance Industry.
Giordano PolaGianni PolaPublished in: IEEE Trans. Control. Syst. Technol. (2012)
Keyphrases
- portfolio management
- financial services
- construction industry
- construction process
- monte carlo
- portfolio selection
- computational intelligence
- state space
- case study
- decision making
- learning automata
- machine learning
- evolutionary algorithm
- markov chain
- data sets
- stochastic model
- financial markets
- high tech
- information systems
- learning algorithm
- real world
- fastest growing
- stochastic nature
- databases