2019Soft Computing

A hybrid combinatorial approach to a two-stage stochastic portfolio optimization

Computer sciencePortfolio optimizationPortfolioMathematical optimizationStochastic programmingSolverAsset (computer security)Stochastic optimizationEconomicsMathematicsFinance

Ruibin Bai

Director of Lab

Computer Science and Operations Research

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A hybrid combinatorial approach to a two-stage stochastic portfolio optimization

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Ruibin Bai