A credibilistic decision support system for portfolio optimization.
Hemant JalotaManoj ThakurGarima MittalPublished in: Appl. Soft Comput. (2017)
Keyphrases
- decision support system
- portfolio optimization
- risk management
- portfolio management
- decision support
- portfolio selection
- decision making
- management system
- decision makers
- stock market
- factor analysis
- robust optimization
- case based reasoning
- data warehouse
- problems involving
- expert systems
- bi objective
- machine learning
- optimization methods
- real world
- agent based architecture
- information systems
- statistical tests
- sample size
- knowledge discovery
- genetic algorithm