A NOVEL METHOD FOR MULTISTAGE SCENARIO GENERATION BASED ON CLUSTER ANALYSIS
Year of publication: |
2006
|
---|---|
Authors: | JI, XIAODONG ; ZHAO, XIUJUAN ; CHAO, XIULI |
Published in: |
International Journal of Information Technology & Decision Making (IJITDM). - World Scientific Publishing Co. Pte. Ltd., ISSN 1793-6845. - Vol. 05.2006, 03, p. 513-530
|
Publisher: |
World Scientific Publishing Co. Pte. Ltd. |
Subject: | Dynamic portfolio selection | stochastic linear goal programming model | multistage scenario generation | cluster analysis | arbitrage |
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