Decentralized Robust Portfolio Optimization Based on Cooperative-Competitive Multiagent Systems.
Man-Fai LeungJun WangDuan LiPublished in: IEEE Trans. Cybern. (2022)
Keyphrases
- multiagent systems
- cooperative
- multi agent
- portfolio optimization
- multiagent reinforcement learning
- robust optimization
- multi agent systems
- decentralized control
- portfolio management
- portfolio selection
- coalition formation
- stock price
- factor analysis
- machine learning
- stock exchange
- risk management
- optimization methods
- linear programming
- face recognition