Inverse Optimization: A New Perspective on the Black-Litterman Model.
Dimitris BertsimasVishal GuptaIoannis Ch. PaschalidisPublished in: Oper. Res. (2012)
Keyphrases
- probabilistic model
- theoretical analysis
- computational model
- high level
- objective function
- probability distribution
- optimization algorithm
- mathematical model
- d objects
- optimization model
- conceptual model
- optimization method
- network structure
- statistical model
- real time
- management system
- cost function
- social networks
- information retrieval