A portfolio optimization model based on information entropy and fuzzy time series
Rongxi Zhou, Zebin Yang, Mei Yu, Dan A. Ralescu
| 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 | Fuzzy-Set-Theorie | Fuzzy sets | Entropie | Entropy | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10700-015-9206-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011538467