An Automated Decision Support System for Portfolio Allocation Based on Mutual Information and Financial Criteria
This paper introduces a two-phase decision support system based on information theory and financial practices to assist investors in solving cardinality-constrained portfolio optimization problems. Firstly, the approach employs a stock-picking procedure based on an interactive multi-criteria decisio...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2025-04-01
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| Series: | Entropy |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1099-4300/27/5/480 |
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