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An optimistic value-variance-entropy model of uncertain portfolio optimization problem under different risk preferences.
Bo Li
Yadong Shu
Yufei Sun
Kok Lay Teo
Published in:
Soft Comput. (2021)
Keyphrases
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mathematical model
high level
cost function
probabilistic model
probability distribution
computational model
experimental data
learning algorithm
similarity measure
optimal solution
control system
management system
theoretical framework
formal model