Login / Signup

Portfolio Optimization with a Mean-Entropy-Mutual Information Model.

Rodrigo Gonçalves NovaisPeter Fernandes WankeJorge Junio Moreira AntunesYong Tan
Published in: Entropy (2022)
Keyphrases
  • mutual information
  • portfolio optimization
  • similarity measure
  • feature selection
  • objective function
  • data mining
  • management system