Knowledge-based scenario tree generation methods and application in multiperiod portfolio selection problem

DOI10.1002/ASMB.1970MaRDI QIDQ6570573zbMATH OpenFDO

Authors Zhiping Chen, Daobao Xu

Publication date 10 July 2024

Published in Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

zbMATH Keywords

scenario tree\(K\)-meansmoment matchingdynamic portfolio selectionhistorical data

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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Cited in

(1)

• Hydrological scenario reduction for stochastic optimization in hydrothermal power systems

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