Correct predictions are in blue. If we detect only a subset of a labelled sentence, we highlight the caught part as blue, the missing part light blue. False positives are in green and false negatives are in red.

Problem Portfolio_Selection — Constraint detection

The classical Mean-Variance -LRB- MV -RRB- portfolio optimization model introduced by Markowitz aims at determining the fractions xi of a given capital to be invested in each asset i belonging to a predetermined set or market so as to minimize the risk of the return of the whole portfolio , identified with its variance , while restricting the expected return of the portfolio to attain a specified value .

Problem Portfolio_Selection — Detection of the decisions and objects to be modeled

The classical Mean-Variance -LRB- MV -RRB- portfolio optimization model introduced by Markowitz aims at determining the fractions xi of a given capital to be invested in each asset i belonging to a predetermined set or market so as to minimize the risk of the return of the whole portfolio , identified with its variance , while restricting the expected return of the portfolio to attain a specified value .

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