Determination the Parameters of Markowitz Portfolio Optimization Model
Ertugrul BayraktarAyse Hümeyra BilgePublished in: CoRR (2012)
Keyphrases
- optimization model
- portfolio selection
- optimization process
- portfolio optimization
- neural network
- maximum likelihood
- construction project
- parameter estimation
- decision making
- sensitivity analysis
- parameter values
- network flow
- real time
- parameter tuning
- parameter selection
- data sets
- parameter settings
- expectation maximization
- differential evolution algorithm
- portfolio management