Pages that link to "Item:Q856694"

The following pages link to Portfolio selection using neural networks (Q856694):

Displaying 35 items.

• Multiperiod mean absolute deviation fuzzy portfolio selection model with risk control and cardinality constraints (Q279474) (← links)
• Recent advances in mathematical programming with semi-continuous variables and cardinality constraint (Q384213) (← links)
• Credit portfolio management using two-level particle swarm optimization (Q497183) (← links)
• Multi-period possibilistic mean semivariance portfolio selection with cardinality constraints and its algorithm (Q894537) (← links)
• A model of portfolio optimization using time adapting genetic network programming (Q976029) (← links)
• Particle swarm optimization approach to portfolio optimization (Q1026729) (← links)
• Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem (Q1618411) (← links)
• Stock market prediction and portfolio selection models: a survey (Q1788855) (← links)
• Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
• Time-consistent multiperiod mean semivariance portfolio selection with the real constraints (Q1983719) (← links)
• Cardinality-constrained portfolio optimization with short selling and risk-neutral interest rate (Q2044819) (← links)
• The effect of velocity sparsity on the performance of cardinality constrained particle swarm optimization (Q2174914) (← links)
• A clustering-based portfolio strategy incorporating momentum effect and market trend prediction (Q2201385) (← links)
• Portfolio construction using bootstrapping neural networks: evidence from global stock market (Q2211012) (← links)
• Long-short portfolio optimization under cardinality constraints by difference of convex functions algorithm (Q2247924) (← links)
• Application of robust optimization for a product portfolio problem using an invasive weed optimization algorithm (Q2273117) (← links)
• Heuristic algorithms for the cardinality constrained efficient frontier (Q2275807) (← links)
• Multiperiod mean absolute deviation uncertain portfolio selection with real constraints (Q2318272) (← links)
• Application of artificial bee colony algorithm to portfolio adjustment problem with transaction costs (Q2336210) (← links)
• Linear vs. quadratic portfolio selection models with hard real-world constraints (Q2355713) (← links)
• A new method for mean-variance portfolio optimization with cardinality constraints (Q2393351) (← links)
• Solving cardinality constrained mean-variance portfolio problems via MILP (Q2400005) (← links)
• Twenty years of linear programming based portfolio optimization (Q2514724) (← links)
• 2-phase NSGA II: an optimized reward and risk measurements algorithm in portfolio optimization (Q2633216) (← links)
• Time-varying mean-variance portfolio selection problem solving via LVI-PDNN (Q2669682) (← links)
• A simheuristic algorithm for the portfolio optimization problem with random returns and noisy covariances (Q2669799) (← links)
• Tight Upper Bounds on the Cardinality Constrained Mean-Variance Portfolio Optimization Problem Using Truncated Eigendecomposition (Q2806963) (← links)
• Hybrid metaheuristics for constrained portfolio selection problems (Q4911224) (← links)
• Mixed Tabu machine for portfolio optimization problem (Q4976309) (← links)
• Index tracking through deep latent representation learning (Q4991048) (← links)
• Quadratic Convex Reformulations for Semicontinuous Quadratic Programming (Q5348460) (← links)
• Wavelet evolutionary network for complex-constrained portfolio rebalancing (Q5497421) (← links)
• Complex portfolio selection via convex mixed‐integer quadratic programming: a survey (Q6070970) (← links)
• A unifying framework for sparsity-constrained optimization (Q6086139) (← links)
• Hybrid Enhanced Binary Honey Badger Algorithm with Quadratic Programming for Cardinality Constrained Portfolio Optimization (Q6169946) (← links)