Mixed Tabu machine for portfolio optimization problem

DOI10.1080/00207160.2016.1184256MaRDI QIDQ4976309zbMATH OpenOpenAlexWikidataFDO

Authors Ensie Hajinezhad, Sohrab Effati, Reza Ghanbari

Publication date 28 July 2017

Published in International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207160.2016.1184256

zbMATH Keywords

Hopfield networkportfolio optimization problemtabu machine

Mathematics Subject Classification ID

Problem solving in the context of artificial intelligence (heuristics, search strategies, etc.) (68T20) Portfolio theory (91G10)

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Cites work

• Heuristic algorithms for the cardinality constrained efficient frontier
• Heuristics for cardinality constrained portfolio optimization
• scientific article; zbMATH DE number 41891 (Why is no real title available?)
• Linear and nonlinear programming.
• Massively parallel analog tabu search using neural networks applied to simple plant location problems
• On problem solving with Hopfield neural networks
• On the performance of the LP-guided Hopfield network-genetic algorithm
• On the stability of the travelling salesman problem algorithm of Hopfield and Tank
• Optimal quadratic programming algorithms. With applications to variational inequalities
• Particle swarm optimization approach to portfolio optimization
• Portfolio selection using neural networks
• Quadratic programming and affine variational inequalities. A qualitative study.
• Tabu machine: A new neural network solution approach for combinatorial optimization problems

Cited in

(1)

• Syndicated venture capital portfolio companies selection: a fuzzy inference system – agent-based approach

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