Large-scale MV efficient frontier computation via a procedure of parametric quadratic programming.
Markus HirschbergerYue QiRalph E. SteuerPublished in: Eur. J. Oper. Res. (2010)
Keyphrases
- quadratic programming
- efficient frontier
- linear programming
- data envelopment analysis
- linear program
- support vector machine
- decision trees
- decision makers
- multiple criteria
- ls svm
- input output
- maximum likelihood
- computational intelligence
- knn
- probabilistic model
- special case
- expert systems
- lower bound
- support vector
- bayesian networks