Two-stage portfolio risk optimisation based on MVO model.
Krassimira StoyanovaVassil GuliashkiPublished in: Int. J. Reason. based Intell. Syst. (2020)
Keyphrases
- management system
- statistical model
- computational model
- decision making
- objective function
- cost function
- parameter estimation
- formal model
- experimental data
- mathematical model
- theoretical framework
- data sets
- theoretical analysis
- similarity measure
- high level
- probability distribution
- probabilistic model
- prior knowledge
- multi agent systems
- conceptual model
- sensitivity analysis
- neural network model
- risk assessment
- high risk