Time-varying mean-variance portfolio selection problem solving via LVI-PDNN (Q2669682)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Time-varying mean-variance portfolio selection problem solving via LVI-PDNN |
scientific article; zbMATH DE number 7486373
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Time-varying mean-variance portfolio selection problem solving via LVI-PDNN |
scientific article; zbMATH DE number 7486373 |
Statements
Time-varying mean-variance portfolio selection problem solving via LVI-PDNN (English)
0 references
9 March 2022
0 references
portfolio selection
0 references
time-varying systems
0 references
quadratic programming
0 references
continuous neural networks
0 references
0 references
0 references
0.836082935333252
0 references
0.779348611831665
0 references
0.7324762940406799
0 references
0.7269303202629089
0 references
0.7150382399559021
0 references
