Uncertain random portfolio optimization via semi-variance.

Guangquan Cheng Hamed Ahmadzade Mehran Farahikia Masoud Yarmohammadi

Published in: Int. J. Mach. Learn. Cybern. (2022)

Keyphrases

portfolio optimization
minimum variance
portfolio selection
portfolio management
problems involving
factor analysis
risk management
stock market
robust optimization
optimization methods
bi objective
stock price
stock exchange
decision making
long term
efficient solutions
case based reasoning