Portfolio selection models based on Cross-entropy of uncertain variables (Q5275265): Difference between revisions

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+Large-Scale Portfolio Optimization
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+A model for portfolio selection with order of expected returns.
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+Variance vs downside risk: Is there really that much difference?
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+On Minimization and Maximization of Entropy in Various Disciplines
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+Semi-iterative minimum cross-entropy algorithms for rare-events, counting, combinatorial and integer programming
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+Indeterminacy in portfolio selection
@@ Property / cites work: Indeterminacy in portfolio selection / rank @@
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+Fuzzy compromise programming for portfolio selection
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+Asset portfolio optimization using fuzzy mathematical programming
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+Mean-semivariance models for fuzzy portfolio selection
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+Mean-variance-skewness model for portfolio selection with fuzzy returns
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+Fuzzy mean-variance-skewness portfolio selection models by interval analysis
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+Portfolio selection based on fuzzy cross-entropy
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+Mean-risk model for uncertain portfolio selection
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+Cross-entropy measure of uncertain variables
@@ Property / cites work: Cross-entropy measure of uncertain variables / rank @@
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+GSA: A gravitational search algorithm
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+A genetic algorithm for task scheduling on heterogeneous computing systems using multiple priority queues
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