Neurodynamics-driven portfolio optimization with targeted performance criteria
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Cites work
- 60 years of portfolio optimization: practical challenges and current trends
- ``Neural computation of decisions in optimization problems
- A minimax portfolio selection strategy with equilibrium
- A neurodynamic approach to nonlinear optimization problems with affine equality and convex inequality constraints
- A neurodynamic approach to nonsmooth constrained pseudoconvex optimization problem
- A neurodynamic optimization approach to supervised feature selection via fractional programming
- A nonnegative matrix factorization algorithm based on a discrete-time projection neural network
- A one-layer recurrent neural network for constrained nonconvex optimization
- A one-layer recurrent neural network for constrained pseudoconvex optimization and its application for dynamic portfolio optimization
- A one-layer recurrent neural network for nonsmooth pseudoconvex optimization with quasiconvex inequality and affine equality constraints
- A One-Layer Recurrent Neural Network with a Discontinuous Activation Function for Linear Programming
- Boolean matrix factorization based on collaborative neurodynamic optimization with Boltzmann machines
- Cardinality-constrained portfolio selection based on collaborative neurodynamic optimization
- Coherent measures of risk
- Distributed optimization and statistical learning via the alternating direction method of multipliers
- Enhanced indexation based on second-order stochastic dominance
- Entropic value-at-risk: a new coherent risk measure
- From stochastic dominance to mean-risk models: Semideviations as risk measures
- General linear formulations of stochastic dominance criteria
- scientific article; zbMATH DE number 735099 (Why is no real title available?)
- Majorization-Minimization Algorithms in Signal Processing, Communications, and Machine Learning
- Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier
- Multiple criteria decision aiding for finance: an updated bibliographic survey
- Neural network for nonsmooth pseudoconvex optimization with general convex constraints
- New Formulations for Optimization under Stochastic Dominance Constraints
- On exact and approximate stochastic dominance strategies for portfolio selection
- Portfolio optimization with entropic value-at-risk
- Portfolio value-at-risk optimization for asymmetrically distributed asset returns
- Recurrent neural networks for nonlinear output regulation
- Tractable almost stochastic dominance
- Twenty years of linear programming based portfolio optimization
Cited in
(6)- Portfolio optimization with a neural network implementation of the coherent market hypothesis
- Portfolio decisions and brain reactions via the CEAD method
- Cardinality-constrained portfolio selection based on collaborative neurodynamic optimization
- Neurodynamic optimization approaches with finite/fixed-time convergence for absolute value equations
- Revisiting the \(1/N\)-strategy: a neural network framework for optimal strategies
- End-to-end risk budgeting portfolio optimization with neural networks
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