HMM based scenario generation for an investment optimisation problem.

Christina Erlwein Gautam Mitra Diana Roman

Published in: Ann. Oper. Res. (2012)

Keyphrases

hidden markov models
decision making
generation process
genetic algorithm
similarity measure
databases
information systems
data structure
real world
database systems
multi agent
multi agent systems
mobile robot
utility function
risk management
optimisation algorithm