A computational intelligence method for solving a class of portfolio optimization problems (Q894382)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A computational intelligence method for solving a class of portfolio optimization problems
scientific article

    Statements

    A computational intelligence method for solving a class of portfolio optimization problems (English)
    0 references
    0 references
    0 references
    30 November 2015
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    portfolio selection
    0 references
    mean-variance model
    0 references
    quadratic programming
    0 references
    neural network models
    0 references
    stability
    0 references
    convergence
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references