A novel regret-rejoice cross-efficiency approach for energy stock portfolio optimization
Yong‐Jun Liu, Guo-Sen Yang, Weiguo Zhang
Topics & Concepts
RegretPortfolioPortfolio optimizationFinancial economicsStock (firearms)EconomicsComputer scienceEngineeringMachine learningMechanical engineeringEnergy Load and Power ForecastingRisk and Portfolio OptimizationMarket Dynamics and Volatility