Stock portfolio selection using Dempster-Shafer evidence theory.
Gour Sundar Mitra ThakurRupak BhattacharyyaSeema Sarkar (Mondal)Published in: J. King Saud Univ. Comput. Inf. Sci. (2018)
Keyphrases
- portfolio selection
- dempster shafer evidence theory
- evidence theory
- information fusion
- transaction costs
- financial markets
- combination rule
- stock market
- stock price
- dempster shafer theory
- fault diagnosis
- fusion algorithm
- robust optimization
- data fusion
- evidential reasoning
- decision level
- operating conditions
- data mining
- evaluation model
- multiple objectives
- non stationary
- fuzzy logic
- dynamic programming
- decision level fusion
- genetic algorithm