An analytical approach for behavioral portfolio model with time discounting preference.
Guang YangXinwang LiuJindong QinAhmed KhanPublished in: RAIRO Oper. Res. (2018)
Keyphrases
- probabilistic model
- prior knowledge
- computational model
- high level
- similarity measure
- management system
- theoretical framework
- mathematical model
- behavioral model
- data sets
- multi criteria
- monte carlo simulation
- human behavior
- formal model
- neural network model
- experimental data
- statistical model
- evolutionary algorithm
- objective function
- neural network