Partial similarity measure of uncertain random variables and its application to portfolio selection.
Rong GaoHamed AhmadzadeKamran RezaeiHassan RezaeiHabib NaderiPublished in: J. Intell. Fuzzy Syst. (2020)
Keyphrases
- random variables
- portfolio selection
- similarity measure
- graphical models
- probability distribution
- bayesian networks
- joint distribution
- robust optimization
- decision making
- stochastic optimization problems
- conditional independence
- lead time
- normal distribution
- distribution function
- financial markets
- pairwise
- multiple objectives
- conditional probabilities
- random vectors
- dynamic programming
- independent and identically distributed
- probabilistic inference
- long term