Portfolio selection using neural networks
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Cites work
- A model for portfolio selection with order of expected returns.
- An Interactive Optimization Method in Multicriteria Decisionmaking
- Computational aspects of alternative portfolio selection models in the presence of discrete asset choice constraints
- Heuristics for cardinality constrained portfolio optimization
- Local search techniques for constrained portfolio selection problems
- Neural Networks for Combinatorial Optimization: A Review of More Than a Decade of Research
- Neurons with graded response have collective computational properties like those of two-state neurons
- Optimization of cardinality constrained portfolios with a hybrid local search algorithm
Cited in
(49)- Recent advances in mathematical programming with semi-continuous variables and cardinality constraint
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- Heuristic algorithms for the cardinality constrained efficient frontier
- HIERARCHICAL DECISION MAKING IN STRATEGIC INVESTMENT BY A BOLTZMANN MACHINE
- Credit portfolio management using two-level particle swarm optimization
- Cardinality-constrained portfolio optimization with short selling and risk-neutral interest rate
- Computing cardinality constrained portfolio selection efficient frontiers via closest correlation matrices
- Mixed Tabu machine for portfolio optimization problem
- A new method for mean-variance portfolio optimization with cardinality constraints
- Portfolio optimization with a neural network implementation of the coherent market hypothesis
- Linear vs. quadratic portfolio selection models with hard real-world constraints
- Time-varying mean-variance portfolio selection problem solving via LVI-PDNN
- Application of artificial bee colony algorithm to portfolio adjustment problem with transaction costs
- Quadratic convex reformulations for semicontinuous quadratic programming
- Multiperiod mean absolute deviation fuzzy portfolio selection model with risk control and cardinality constraints
- Application of robust optimization for a product portfolio problem using an invasive weed optimization algorithm
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- Evolution based Hopfield neural network with wavelet based filter for complex-constrained portfolio optimization
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- Hybrid metaheuristics for constrained portfolio selection problems
- Multi-period possibilistic mean semivariance portfolio selection with cardinality constraints and its algorithm
- Stock market prediction and portfolio selection models: a survey
- Artificial intelligence in portfolio formation and forecast: Using different variance-covariance matrices
- Deep-Learning Solution to Portfolio Selection with Serially Dependent Returns
- The effect of velocity sparsity on the performance of cardinality constrained particle swarm optimization
- Tight upper bounds on the cardinality constrained mean-variance portfolio optimization problem using truncated eigendecomposition
- Particle swarm optimization approach to portfolio optimization
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- Hybrid Enhanced Binary Honey Badger Algorithm with Quadratic Programming for Cardinality Constrained Portfolio Optimization
- Index tracking through deep latent representation learning
- Portfolio selection problems with Markowitz's mean-variance framework: a review of literature
- Long-short portfolio optimization under cardinality constraints by difference of convex functions algorithm
- Neurodynamics-driven portfolio optimization with targeted performance criteria
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- Portfolio construction using bootstrapping neural networks: evidence from global stock market
- A unifying framework for sparsity-constrained optimization
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