Pages that link to "Item:Q1872059"
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The following pages link to Local search techniques for constrained portfolio selection problems (Q1872059):
Displaying 20 items.
- Recent advances in mathematical programming with semi-continuous variables and cardinality constraint (Q384213) (← links)
- Possibilistic approaches to portfolio selection problem with general transaction costs and a CLPSO algorithm (Q711395) (← links)
- Portfolio selection using neural networks (Q856694) (← links)
- Portfolio optimization with an envelope-based multi-objective evolutionary algorithm (Q1042208) (← links)
- On fuzzy portfolio selection problems: a parametric representation approach (Q1674836) (← links)
- Cardinality-constrained portfolio optimization with short selling and risk-neutral interest rate (Q2044819) (← links)
- Network models to improve robot advisory portfolios (Q2151657) (← links)
- Heuristic algorithms for the cardinality constrained efficient frontier (Q2275807) (← links)
- An augmented Lagrangian proximal alternating method for sparse discrete optimization problems (Q2299205) (← links)
- A novel multi period mean-VaR portfolio optimization model considering practical constraints and transaction cost (Q2315847) (← links)
- Linear vs. quadratic portfolio selection models with hard real-world constraints (Q2355713) (← links)
- A new method for mean-variance portfolio optimization with cardinality constraints (Q2393351) (← links)
- A quantitative description of complex adaptive system: the self-adaptive mechanism of the material purchasing management system towards the changing environment (Q2416528) (← links)
- Improving portfolio efficiency: a genetic algorithm approach (Q2509059) (← links)
- A portfolio optimization model with three objectives and discrete variables (Q2655644) (← links)
- A simheuristic algorithm for the portfolio optimization problem with random returns and noisy covariances (Q2669799) (← links)
- Hybrid metaheuristics for constrained portfolio selection problems (Q4911224) (← links)
- Maximum Entropy Bi-Objective Model and its Evolutionary Algorithm for Portfolio Optimization (Q5888387) (← links)
- Complex portfolio selection via convex mixed‐integer quadratic programming: a survey (Q6070970) (← links)
- Adaptive evolutionary algorithms for portfolio selection problems (Q6088765) (← links)
