A clustering approach for scenario tree reduction: an application to a stochastic programming portfolio optimization problem (Q287624)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A clustering approach for scenario tree reduction: an application to a stochastic programming portfolio optimization problem |
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A clustering approach for scenario tree reduction: an application to a stochastic programming portfolio optimization problem (English)
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23 May 2016
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scenario tree reduction
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clustering algorithms
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stochastic programming
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portfolio optimization
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