A Portfolio Optimization Model Based on Information Entropy and Fuzzy Time Series.
Ze-Bin YangRong-Xi ZhouQiang ZhangMei YuPublished in: BIFE (2013)
Keyphrases
- information entropy
- portfolio optimization
- stock market
- stock price
- portfolio selection
- rough sets
- portfolio management
- risk management
- stock exchange
- fuzzy logic
- decision table
- factor analysis
- robust optimization
- rough set theory
- financial time series
- optimization methods
- problems involving
- bi objective
- fuzzy rules
- attribute values
- non stationary
- attribute reduction
- short term
- data mining
- exchange rate
- financial data
- long term
- artificial intelligence