A portfolio optimization model based on information entropy and fuzzy time series (Q1794545)
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scientific article; zbMATH DE number 6954677
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| English | A portfolio optimization model based on information entropy and fuzzy time series |
scientific article; zbMATH DE number 6954677 |
Statements
A portfolio optimization model based on information entropy and fuzzy time series (English)
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15 October 2018
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portfolio selection
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fuzzy time series
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returns distribution forecasting
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information entropy
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0.792380690574646
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0.7874670624732971
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0.7867997288703918
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0.7742909789085388
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