Managing risks in an open computing environment using mean absolute deviation portfolio optimization.
Junseok HwangHak-Jin KimJihyoun ParkPublished in: Future Gener. Comput. Syst. (2010)
Keyphrases
- computing environments
- portfolio optimization
- risk management
- distributed computing environment
- portfolio management
- portfolio selection
- problems involving
- factor analysis
- robust optimization
- decision support system
- bi objective
- pervasive computing environments
- stock exchange
- mobile agents
- stock price
- service discovery
- stock market
- decision making
- optimization methods
- historical data
- genetic algorithm
- data mining