Concepedia

Multi-attribute decision making applied to financial portfolio optimization problem

Gustavo H.M. Mendonça, Fernando G. D. C. Ferreira, Rodrigo T. N. Cardoso, Flávio Vinícius Cruzeiro Martins

Expert Systems with Applications · 2020 · 42 citations · 27 references

DOI

Concepts

References

27

A logical calculus of the ideas immanent in nervous activity

Warren S. McCulloch, Walter Pitts · Bulletin of Mathematical Biology · 1943 · 18K citations

, , +8

Decisions with Multiple Objectives: Preferences and Value Tradeoffs.

Journal of the Operational Research Society · 1994 · 8.5K citations

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Optimization of conditional value-at-risk

R. T. Rockafellar, Stan Uryasev · The Journal of Risk · 2000 · 6.5K citations

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A NEW MEASURE OF RANK CORRELATION

M. G. Kendall · Biometrika · 1938 · 5.8K citations

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Radial Basis Functions, Multi-Variable Functional Interpolation and Adaptive Networks

David S. Broomhead, David Lowe · Complex Systems · 1988 · 3.4K citations

, , +10