HIERARCHICAL DECISION MAKING IN STRATEGIC INVESTMENT BY A BOLTZMANN MACHINE

DOI10.1142/S0218488599000398zbMATH Open1113.91325MaRDI QIDQ3427848FDOQ3427848

Authors: Teruyuki Watanabe, Kenji Oda, Junzo Watada 

Publication date: 27 March 2007

Published in: International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems (Search for Journal in Brave)

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zbMATH Keywords

multi-stage modelportfolio selection problemBoltzmann machineindex datalimited number of securities

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Decision theory (91B06)

Cites Work

• Large-Scale Portfolio Optimization

Cited In (3)

• A meta-controlled Boltzmann machine for rebalancing portfolio selection
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