Consumption and portfolio rules for time-inconsistent investors.
Jesús Marín-SolanoJorge NavasPublished in: Eur. J. Oper. Res. (2010)
Keyphrases
- portfolio management
- portfolio optimization
- association rules
- rule sets
- stock market
- database
- databases
- information retrieval
- portfolio selection
- expert systems
- association rule mining
- logical rules
- investment strategies
- investment decisions
- rule extraction
- production rules
- decision rules
- attribute values
- domain knowledge
- bayesian networks
- decision trees
- decision making
- artificial intelligence
- genetic algorithm
- data mining
- data sets