Does entropy model with return forecasting enhance portfolio performance?

Jing-Rung Yu Wan-Jiun Paul Chiou Wen-Yi Lee Kai-Cheng Yu

Published in: Comput. Ind. Eng. (2017)

Keyphrases

probabilistic model
computational model
mathematical model
statistical model
high level
probability distribution
experimental data
formal model
hybrid model
theoretical analysis
parameter estimation
theoretical framework