Black-Litterman Portfolio Optimization Using Gaussian Process Regression

被引：0
|
作者：
Li, Zhen [1 ]
Li, Changfei [2 ]
Min, Liangyu [3 ]
Lin, Dijia [4 ]
机构：
[1] School of Business, Putian University, Fujian, Putian,351100, China
[2] School of Humanities and Management, Shandong Modern University, Shandong, Jinan,250104, China
[3] Faculty of Business Information, Shanghai Business School, Shanghai,201400, China
[4] School of Information Management & Engineering, Shanghai University of Finance & Economics, Shanghai,200433, China
来源：
IAENG International Journal of Applied Mathematics | 2023年 / 53卷 / 04期
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摘要：
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