A portfolio optimization model based on information entropy and fuzzy time series
Year of publication: |
December 2015
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Authors: | Zhou, Rongxi ; Yang, Zebin ; Yu, Mei ; Ralescu, Dan A. |
Published in: |
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1568-4539, ZDB-ID 2167798-0. - Vol. 14.2015, 4, p. 381-397
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Subject: | Portfolio selection | Fuzzy time series | Returns distribution forecasting | Information entropy | Portfolio-Management | Entropie | Entropy | Fuzzy-Set-Theorie | Fuzzy sets | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income |
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