A computational intelligence method for solving a class of portfolio optimization problems
DOI10.1007/S00500-013-1186-4zbMATH Open1422.91664OpenAlexW2084779967MaRDI QIDQ894382FDOQ894382
Authors: Alireza Nazemi, Narges Tahmasbi 
Publication date: 30 November 2015
Published in: Soft Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00500-013-1186-4
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- scientific article; zbMATH DE number 2231119
quadratic programmingconvergencestabilityportfolio selectionmean-variance modelneural network models
Learning and adaptive systems in artificial intelligence (68T05) Quadratic programming (90C20) Portfolio theory (91G10) Computational methods for problems pertaining to game theory, economics, and finance (91-08)
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Cited In (13)
- Time-varying minimum-cost portfolio insurance problem via an adaptive fuzzy-power LVI-PDNN
- Title not available (Why is that?)
- Mixed Tabu machine for portfolio optimization problem
- Time-varying mean-variance portfolio selection problem solving via LVI-PDNN
- Revisiting the \(1/N\)-strategy: a neural network framework for optimal strategies
- Simulated annealing for complex portfolio selection problems.
- Aggregating expert advice strategy for online portfolio selection with side information
- Benchmarking the performance of portfolio optimization with QAOA
- Artificial intelligence in portfolio formation and forecast: Using different variance-covariance matrices
- Particle swarm optimization with dynamic random population topology strategies for a generalized portfolio selection problem
- BOOSTING-BASED FRAMEWORK FOR PORTFOLIO STRATEGY DISCOVERY AND OPTIMIZATION
- A novel neural network for solving semidefinite programming problems with some applications
- An efficient dynamic model for solving a portfolio selection with uncertain chance constraint models
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