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2019Soft Computing

A hybrid combinatorial approach to a two-stage stochastic portfolio optimization model with uncertain asset prices

Cui, Tianxiang, Bai, Ruibin, Ding, Shusheng, Parkes, Andrew J., Qu, Rong, He, Fang, and Li, Jingpeng

Keywords

Computer sciencePortfolio optimizationPortfolioMathematical optimizationStochastic programmingSolverAsset (computer security)Stochastic optimizationEconomicsMathematicsFinance

Authors from this organization

Ruibin Bai

Ruibin Bai

Director of Lab

Computer Science and Operations Research

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