Neurodynamics-driven portfolio optimization with targeted performance criteria (Q6077711)
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scientific article; zbMATH DE number 7751981
Language | Label | Description | Also known as |
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English | Neurodynamics-driven portfolio optimization with targeted performance criteria |
scientific article; zbMATH DE number 7751981 |
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Neurodynamics-driven portfolio optimization with targeted performance criteria (English)
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18 October 2023
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portfolio selection
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risk-adjusted performance criteria
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pseudoconvex optimization
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iteratively weighted optimization
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distributed optimization
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neurodynamic optimization
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