Belief rule-based system for portfolio optimisation with nonlinear cash-flows and constraints

European Journal of Operational Research

Volumn 223, Issue 3, 2012, Pages 775-784

  Chen, Yu Wang ^a   Poon, Ser Huang ^a   Yang, Jian Bo ^a   Xu, Dong Ling ^a   Zhang, Dongxu ^a   Acomb, Simon ^a  

^a UNIVERSITY OF MANCHESTER   (United Kingdom)

Author keywords

Belief rule base; Efficient frontier; Evidential reasoning; Portfolio optimisation

Indexed keywords

BELIEF RULE BASE; BELIEF STRUCTURES; CAUSAL RELATIONSHIPS; EFFICIENT FRONTIER; EFFICIENT PORTFOLIO; EVIDENTIAL REASONING; NON-LINEAR MODELLING; NUMERICAL STUDIES; OPTIMISATION METHOD; PORTFOLIO OPTIMISATION; RULE BASED;

MATHEMATICAL MODELS; OPERATIONS RESEARCH;

OPTIMIZATION;

EID: 84866392231     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ejor.2012.07.008     Document Type: Article

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