A portfolio optimization model based on information entropy and fuzzy time series
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Publication:1794545
DOI10.1007/s10700-015-9206-8zbMath1429.91300MaRDI QIDQ1794545
Dan A. Ralescu, Mei Yu, Rongxi Zhou, Zebin Yang
Publication date: 15 October 2018
Published in: Fuzzy Optimization and Decision Making (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10700-015-9206-8
91B84: Economic time series analysis
91G10: Portfolio theory
62M86: Inference from stochastic processes and fuzziness
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Cites Work
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