HIERARCHICAL DECISION MAKING IN STRATEGIC INVESTMENT BY A BOLTZMANN MACHINE

DOI10.1142/S0218488599000398MaRDI QIDQ3427848zbMATH OpenFDO

Authors Teruyuki Watanabe, Kenji Oda, Junzo Watada

Publication date 27 March 2007

Published in International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems (Search for Journal in Brave)

zbMATH Keywords

multi-stage modelportfolio selection problemBoltzmann machineindex datalimited number of securities

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Decision theory (91B06)

Recommendations

• scientific article; zbMATH DE number 2159113
• A meta-controlled Boltzmann machine for rebalancing portfolio selection
• Portfolio selection using neural networks
• Boltzmann machines as a model for parallel annealing
• Simulated annealing for complex portfolio selection problems.

Cites work

• Large-Scale Portfolio Optimization

Cited in

(3)

• A meta-controlled Boltzmann machine for rebalancing portfolio selection
• scientific article; zbMATH DE number 2159113 (Why is no real title available?)
• scientific article; zbMATH DE number 2139459 (Why is no real title available?)

This page was built for publication: HIERARCHICAL DECISION MAKING IN STRATEGIC INVESTMENT BY A BOLTZMANN MACHINE

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3427848)