A hybrid two-stage robustness approach to portfolio construction under uncertainty.
Ebenezer Fiifi Emire Atta MillsSiegfried Kafui AnyomiPublished in: J. King Saud Univ. Comput. Inf. Sci. (2022)
Keyphrases
- neural network
- optimal portfolio
- construction process
- decision making
- computational efficiency
- uncertain data
- hybrid learning
- high robustness
- data sets
- social networks
- knowledge base
- decision trees
- possibility theory
- information retrieval
- portfolio selection
- portfolio management
- hybrid approaches
- inherent uncertainty