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Multiple-factor optimistic value based model and parameter estimation for uncertain portfolio optimization.
Jiajun Xu
Bo Li
Published in:
Expert Syst. Appl. (2024)
Keyphrases
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parameter estimation
portfolio optimization
maximum likelihood
statistical models
em algorithm
least squares
model selection
parameter estimation algorithm
probabilistic model
markov random field
expectation maximization
decision making
experimental data
portfolio selection