A clustering approach for scenario tree reduction: an application to a stochastic programming portfolio optimization problem (Q287624)
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scientific article; zbMATH DE number 6583687
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| English | A clustering approach for scenario tree reduction: an application to a stochastic programming portfolio optimization problem |
scientific article; zbMATH DE number 6583687 |
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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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0.8778824
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0.8725898
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0.86252916
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0.8419033
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0.84111726
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0.8398009
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0.83753014
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0.8365347
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0.83625424
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