MULTIOBJECTIVE MODEL PREDICTIVE CONTROL IN STOCK PORTFOLIO OPTIMIZATION
This paper proposes a Multi-Objective Model Predictive Control (MO-MPC) framework for stock portfolio optimization, designed to achieve an optimal balance between return maximization and risk minimization in volatile financial markets. This approach integrates Stochastic Model Predictive Control (SM...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Universitas Pattimura
2025-07-01
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| Series: | Barekeng |
| Subjects: | |
| Online Access: | https://ojs3.unpatti.ac.id/index.php/barekeng/article/view/17226 |
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