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...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Universitas Pattimura
2025-07-01
|
| Series: | Barekeng |
| Subjects: | |
| Online Access: | https://ojs3.unpatti.ac.id/index.php/barekeng/article/view/17226 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Be the first to leave a comment!