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    Analysis of the criteria selection problem in diversification models by Анна Бакурова, Алла Савранська, Еліна Терещенко, Дмитро Широкорад, Марк Шевчук

    Published 2023-12-01
    Subjects: “…computer simulation; multicriteria problem; optimal portfolio problem; convolution of criteria; method of successive concessions; Pareto set; entropy…”
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    Article
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