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Portfolio selection using Maximum-entropy gain loss spread model: A GA based approach.

Akhter Mohiuddin RatherV. N. SastryArun Agarwal
Published in: ICACCI (2014)
Keyphrases
  • maximum entropy
  • maximum entropy principle
  • portfolio selection
  • evolutionary algorithm
  • prior knowledge
  • non stationary
  • long term
  • short term
  • markov models
  • class conditional
  • maximum entropy model