Wavelet evolutionary network for complex-constrained portfolio rebalancing (Q5497421)
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scientific article; zbMATH DE number 6396887
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Wavelet evolutionary network for complex-constrained portfolio rebalancing |
scientific article; zbMATH DE number 6396887 |
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Wavelet evolutionary network for complex-constrained portfolio rebalancing (English)
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4 February 2015
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portfolio rebalancing
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Hopfield neural network
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wavelet-based filter
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wavelet network
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\(k\)-means cluster analysis
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cardinality
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bounding
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proportional transaction cost and class constraints
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