Multiobjective portfolio optimization of ARMA-GARCH time series based on experimental designs (Q342247)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multiobjective portfolio optimization of ARMA-GARCH time series based on experimental designs |
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Multiobjective portfolio optimization of ARMA-GARCH time series based on experimental designs (English)
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17 November 2016
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mixture design of experiments
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ARMA-GARCH models
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multiobjective portfolio optimization
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entropy
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