Asset portfolio optimization using support vector machines and real-coded genetic algorithm
From MaRDI portal
Publication:454264
DOI10.1007/S10898-011-9692-3zbMATH Open1254.90083OpenAlexW2067754665MaRDI QIDQ454264FDOQ454264
Authors: Mukesh Kumar Mehlawat, Garima Mittal, Pankaj Gupta 
Publication date: 1 October 2012
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10898-011-9692-3
Recommendations
- Improving portfolio efficiency: a genetic algorithm approach
- A hybrid intelligent system of ANFIS and CAPM for stock portfolio optimization
- Solving multi-objective portfolio optimization problem for Saudi Arabia stock market using hybrid clonal selection and particle swarm optimization
- scientific article; zbMATH DE number 5147449
- A model of portfolio optimization using time adapting genetic network programming
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- An introduction to support vector machines and other kernel-based learning methods.
- Asymptotic Behaviors of Support Vector Machines with Gaussian Kernel
- Mining market data: a network approach
- An MCDM approach to portfolio optimization.
- Asset portfolio optimization using fuzzy mathematical programming
- A fuzzy goal programming approach to portfolio selection
- Portfolio rebalancing model with transaction costs based on fuzzy decision theory
- Financial engineering, E-commerce and supply chain
- On the use of optimization models for portfolio selection: A review and some computational results
- Optimal execution of time-constrained portfolio transactions
- An effective decision-based genetic algorithm approach to multiobjective portfolio optimization problem
- Title not available (Why is that?)
- Optimal mortgage loan securitization and the subprime crisis
Cited In (12)
- Portfolio optimization using data analysis techniques
- Multiobjective expected value model for portfolio selection in fuzzy environment
- Expected value multiobjective portfolio rebalancing model with fuzzy parameters
- A multiobjective portfolio rebalancing model incorporating transaction costs based on incremental discounts
- Robust portfolio optimization with fuzzy TODIM, genetic algorithm and multi-criteria constraints
- Multi-Attribute Portfolio Selection with Genetic Optimization Algorithms
- Title not available (Why is that?)
- A model of portfolio optimization using time adapting genetic network programming
- Using investment portfolio return to combine forecasts: A multiobjective approach
- A hybrid intelligent system of ANFIS and CAPM for stock portfolio optimization
- Title not available (Why is that?)
- An efficient dynamic model for solving a portfolio selection with uncertain chance constraint models
Uses Software
This page was built for publication: Asset portfolio optimization using support vector machines and real-coded genetic algorithm
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q454264)
