Chen, Yu-wang; Yang, Jian-bo; Xu, Dong-ling; Zhang, Dongxu - 2010
The purpose of this paper is to apply a belief rule-based (BRB) system to solve the multiasset class portfolio optimisation problems. The BRB system, was developed on the basis of the concept of belief structures and the evidential reasoning (ER) approach, is a generic non-linear modelling and...
