An efficient dynamic model for solving a portfolio selection with uncertain chance constraint models (Q515750): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
Normalize DOI.
 
(5 intermediate revisions by 4 users not shown)
Property / DOI
 
Property / DOI: 10.1016/j.cam.2016.12.020 / rank
Normal rank
 
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.cam.2016.12.020 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2561510057 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A portfolio optimization model with three objectives and discrete variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fuzzy mean-variance-skewness portfolio selection models by interval analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Portfolio rebalancing model with transaction costs based on fuzzy decision theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fuzzy portfolio optimization. Theory and methods / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asset portfolio optimization using fuzzy mathematical programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asset portfolio optimization using support vector machines and real-coded genetic algorithm / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fuzzy sets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Toward a generalized theory of uncertainty (GTU) -- an outline / rank
 
Normal rank
Property / cites work
 
Property / cites work: A possibilistic approach to selecting portfolios with highest utility score / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weighted portfolio selection models based on possibility theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Portfolio selection problems with random fuzzy variable returns / rank
 
Normal rank
Property / cites work
 
Property / cites work: Possibilistic linear programming: A brief review of fuzzy mathematical programming and a comparison with stochastic programming in portfolio selection problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: Portfolio selection under independent possibilistic information / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multi-objective possibilistic model for portfolio selection with transaction cost / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2793005 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On fuzzy portfolio selection problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: An estimation model of value-at-risk portfolio under uncertainty / rank
 
Normal rank
Property / cites work
 
Property / cites work: Possibilistic mean-variance models and efficient frontiers for portfolio selection problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5431792 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk curve and fuzzy portfolio selection / rank
 
Normal rank
Property / cites work
 
Property / cites work: An expected regret minimization portfolio selection model / rank
 
Normal rank
Property / cites work
 
Property / cites work: A hybrid intelligent algorithm for portfolio selection problem with fuzzy returns / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean-variance-skewness model for portfolio selection with fuzzy returns / rank
 
Normal rank
Property / cites work
 
Property / cites work: Portfolio adjusting optimization under credibility measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Chance-Constrained Programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Theory and practice of uncertain programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fuzzy chance-constrained portfolio selection / rank
 
Normal rank
Property / cites work
 
Property / cites work: A chance-constrained portfolio selection model with risk constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multiobjective credibilistic portfolio selection model with fuzzy chance-constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean-chance model for portfolio selection based on uncertain measure / rank
 
Normal rank
Property / cites work
 
Property / cites work: Neural network models and its application for solving linear and quadratic programming problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Application of projection neural network in solving convex programming problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficient recurrent neural network model for the solution of general nonlinear optimization problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: A dynamic system model for solving convex nonlinear optimization problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: A dynamical model for solving degenerate quadratic minimax problems with constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: A capable neural network model for solving the maximum flow problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: Solving a class of geometric programming problems by an efficient dynamic model / rank
 
Normal rank
Property / cites work
 
Property / cites work: A feedback neural network for solving convex constraint optimization problems / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1016/J.CAM.2016.12.020 / rank
 
Normal rank

Latest revision as of 20:07, 9 December 2024

scientific article
Language Label Description Also known as
English
An efficient dynamic model for solving a portfolio selection with uncertain chance constraint models
scientific article

    Statements

    An efficient dynamic model for solving a portfolio selection with uncertain chance constraint models (English)
    0 references
    0 references
    0 references
    0 references
    16 March 2017
    0 references
    chance constraint
    0 references
    portfolio selection
    0 references
    uncertain variable
    0 references
    crisp equivalent programming
    0 references
    neural network
    0 references
    0 references
    0 references
    0 references

    Identifiers