Homotopy Analysis Method for Portfolio Optimization Problem Under the 3/2 Model.
Shuquan YangZhaoli JiaQianqian WuHuojun WuPublished in: J. Syst. Sci. Complex. (2021)
Keyphrases
- mathematical model
- cost function
- reconstruction method
- prediction model
- prior information
- sensitivity analysis
- modeling method
- statistical model
- analytical model
- similarity measure
- study proposes
- classification method
- theoretical analysis
- probabilistic model
- network model
- kalman filter
- hybrid method
- hybrid model
- prior knowledge
- regression analysis
- closed form
- high accuracy
- input data
- markov model
- computational model
- monte carlo simulation
- linear model
- test data
- dynamic programming
- recognition algorithm
- optimization method
- energy function
- detection method
- parameter estimation
- em algorithm
- bayesian networks
- preprocessing
- objective function
- support vector machine
- statistical methods
- high order
- particle swarm optimization
- segmentation method
- regression model
- clustering method
- support vector machine svm