Belief rule-based system for portfolio optimisation with nonlinear cash-flows and constraints
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- Hua Zhu & Jianbin Zhao & Yang Xu & Limin Du, 2016. "Interval-Valued Belief Rule Inference Methodology Based on Evidential Reasoning-IRIMER," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 15(06), pages 1345-1366, November.
More about this item
KeywordsPortfolio optimisation; Efficient frontier; Belief rule base; Evidential reasoning;
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