Portfolio selection using neural networks
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Cites work
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- 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
(52)- Particle swarm optimization approach to portfolio optimization
- Portfolio optimization with a neural network implementation of the coherent market hypothesis
- Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem
- Stock market prediction and portfolio selection models: a survey
- Portfolio selection problems with Markowitz's mean-variance framework: a review of literature
- Time-consistent multiperiod mean semivariance portfolio selection with the real constraints
- Cardinality-constrained portfolio optimization with short selling and risk-neutral interest rate
- The effect of velocity sparsity on the performance of cardinality constrained particle swarm optimization
- A clustering-based portfolio strategy incorporating momentum effect and market trend prediction
- Portfolio construction using bootstrapping neural networks: evidence from global stock market
- Long-short portfolio optimization under cardinality constraints by difference of convex functions algorithm
- Application of robust optimization for a product portfolio problem using an invasive weed optimization algorithm
- Heuristic algorithms for the cardinality constrained efficient frontier
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- Application of artificial bee colony algorithm to portfolio adjustment problem with transaction costs
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- Neural network-based mean-variance-skewness model for portfolio selection
- A new method for mean-variance portfolio optimization with cardinality constraints
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- Recurrent neural network for dynamic portfolio selection
- Twenty years of linear programming based portfolio optimization
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- Index tracking through deep latent representation learning
- Portfolio selection based on a nonlinear neural network: An application on the Istanbul Stock Exchange (ISE30)
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- Wavelet evolutionary network for complex-constrained portfolio rebalancing
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- A model of portfolio optimization using time adapting genetic network programming
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