Penalized enhanced portfolio replication with asymmetric deviation measures.

Gabriele Torri Rosella Giacometti Sandra Paterlini

Published in: Ann. Oper. Res. (2024)

Keyphrases

fault tolerant
least squares
distributed databases
neural network
shannon entropy
maximum likelihood
fault tolerance
data replication
group communication
multi agent
loss function
evaluation measures
quality measures
quantitative measures