Login / Signup

Combinatorial Portfolio Selection with the ELECTRE III method: Case study of the Stock Exchange of Thailand (SET).

Veera BoonjingLaor Boongasame
Published in: FedCSIS (2016)
Keyphrases
  • case study
  • portfolio selection
  • stock exchange
  • neural network
  • objective function
  • dynamic programming
  • multi objective
  • probabilistic model
  • optimization problems
  • linear programming
  • stock market