Portfolio selection based on fuzzy cross-entropy
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Publication:1019779
DOI10.1016/j.cam.2008.09.010zbMath1161.91403OpenAlexW2008369960MaRDI QIDQ1019779
Zhongfeng Qin, Xiaoyu Ji, Xiang Li
Publication date: 28 May 2009
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2008.09.010
Learning and adaptive systems in artificial intelligence (68T05) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Portfolio theory (91G10)
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