Knowledge-based scenario tree generation methods and application in multiperiod portfolio selection problem (Q6570573)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7879460
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Knowledge-based scenario tree generation methods and application in multiperiod portfolio selection problem |
scientific article; zbMATH DE number 7879460 |
Statements
Knowledge-based scenario tree generation methods and application in multiperiod portfolio selection problem (English)
0 references
10 July 2024
0 references
scenario tree
0 references
historical data
0 references
\(K\)-means
0 references
moment matching
0 references
dynamic portfolio selection
0 references
0 references
0 references
0 references
0 references
0 references
