Multiobjective dynamic optimization of investment portfolio based on model predictive control (Q5020745)
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scientific article; zbMATH DE number 7453430
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| English | Multiobjective dynamic optimization of investment portfolio based on model predictive control |
scientific article; zbMATH DE number 7453430 |
Statements
MultiObjective Dynamic Optimization of Investment Portfolio Based on Model Predictive Control (English)
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7 January 2022
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model predictive control
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multiobjective optimization
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portfolio selection
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0.7700164914131165
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0.7685738205909729
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0.7680577039718628
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0.7609091401100159
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