A Stochastic Portfolio Optimization Model with Bounded Memory.
Mou-Hsiung ChangTao PangYipeng YangPublished in: Math. Oper. Res. (2011)
Keyphrases
- optimization model
- bounded memory
- data streams
- optimization process
- network flow
- stochastic nature
- construction project
- portfolio management
- stochastic programming
- markov processes
- search engine
- crew scheduling
- portfolio selection
- optimization algorithm
- data sets
- stochastic optimization
- differential evolution algorithm
- learning automata
- market data
- partner selection
- case study