A one-layer recurrent neural network for constrained pseudoconvex optimization and its application for dynamic portfolio optimization
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Publication:448288
DOI10.1016/J.NEUNET.2011.09.001zbMATH Open1273.90216DBLPjournals/nn/LiuGW12OpenAlexW2144305242WikidataQ51513122 ScholiaQ51513122MaRDI QIDQ448288FDOQ448288
Qingshan Liu, Zhishan Guo, Jun Wang
Publication date: 30 August 2012
Published in: Neural Networks (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.neunet.2011.09.001
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convergenceLyapunov functiondifferential inclusionrecurrent neural networkspseudoconvex optimization
Learning and adaptive systems in artificial intelligence (68T05) Portfolio theory (91G10) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)
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Cited In (40)
- Adaptive penalty-based neurodynamic approach for nonsmooth interval-valued optimization problem
- Time-varying minimum-cost portfolio insurance problem via an adaptive fuzzy-power LVI-PDNN
- A Discrete-Time Neurodynamic Approach to Sparsity-Constrained Nonnegative Matrix Factorization
- An event-triggered collaborative neurodynamic approach to distributed global optimization
- Generalized recurrent neural network for \(\epsilon\)-insensitive support vector regression
- Online distributed optimization with strongly pseudoconvex-sum cost functions and coupled inequality constraints
- A neurodynamic approach to nonlinear optimization problems with affine equality and convex inequality constraints
- Global Dynamical Solvers for Nonlinear Programming Problems
- Cardinality-constrained portfolio selection based on collaborative neurodynamic optimization
- A neurodynamic optimization approach to supervised feature selection via fractional programming
- Sparse signal reconstruction via collaborative neurodynamic optimization
- A novel neural network to nonlinear complex-variable constrained nonconvex optimization
- A neurodynamic approach to nonsmooth constrained pseudoconvex optimization problem
- A projection neural network with time delays for solving linear variational inequality problems and its applications
- Neural network for solving convex quadratic bilevel programming problems
- A continuous-time neurodynamic approach and its discretization for distributed convex optimization over multi-agent systems
- A recurrent neural network for solving a class of generalized convex optimization problems
- Smoothing neural network for \(L_0\) regularized optimization problem with general convex constraints
- A one-layer recurrent neural network for constrained nonconvex optimization
- Neural network for solving Nash equilibrium problem in application of multiuser power control
- Neural network for constrained nonsmooth optimization using Tikhonov regularization
- A one-layer recurrent neural network for constrained nonsmooth invex optimization
- Batch gradient method with smoothing \(L_{1/2}\) regularization for training of feedforward neural networks
- Model building and optimization analysis of MDF continuous hot-pressing process by neural network
- Random gradient-free method for online distributed optimization with strongly pseudoconvex cost functions
- Neurodynamics-driven portfolio optimization with targeted performance criteria
- A non-penalty recurrent neural network for solving a class of constrained optimization problems
- A continuous-time consensus algorithm using neurodynamic system for distributed time-varying optimization with inequality constraints
- A consensus algorithm based on collective neurodynamic system for distributed optimization with linear and bound constraints
- A neurodynamic optimization approach for complex-variables programming problem
- Recurrent neural network for dynamic portfolio selection
- Collective neurodynamic optimization for economic emission dispatch problem considering valve point effect in microgrid
- LPNN-based approach for LASSO problem via a sequence of regularized minimizations
- A collective neurodynamic optimization approach to bound-constrained nonconvex optimization
- Neural network for nonsmooth pseudoconvex optimization with general convex constraints
- Continuous-time distributed optimization with strictly pseudoconvex objective functions
- A one-layer recurrent neural network for nonsmooth pseudoconvex optimization with quasiconvex inequality and affine equality constraints
- Forecasting comparisons using a hybrid ARFIMA and LRNN models
- A simplified recurrent neural network for pseudoconvex optimization subject to linear equality constraints
- A one-layer recurrent neural network for solving pseudoconvex optimization with box set constraints
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