Pages that link to "Item:Q2384581"

The following pages link to Neural network-based mean-variance-skewness model for portfolio selection (Q2384581):

Displaying 24 items.

• Application of bacterial colony chemotaxis optimization algorithm and RBF neural network in thermal NDT/E for the identification of defect parameters (Q534942) (← links)
• Spread of fuzzy variable and expectation-spread model for fuzzy portfolio optimization problem (Q545598) (← links)
• Portfolio rebalancing model using multiple criteria (Q621706) (← links)
• Fuzzy mean-variance-skewness portfolio selection models by interval analysis (Q630734) (← links)
• Geometric representation of the mean-variance-skewness portfolio frontier based upon the shortage function (Q631103) (← links)
• A hybrid intelligent algorithm for portfolio selection problem with fuzzy returns (Q732131) (← links)
• A model of portfolio optimization using time adapting genetic network programming (Q976029) (← links)
• Objective comparisons of the optimal portfolios corresponding to different utility functions (Q1042183) (← links)
• An evolutionary algorithm for multiobjective fuzzy portfolio selection models with transaction cost and liquidity (Q1666014) (← links)
• Fuzzy multi-period portfolio selection model with discounted transaction costs (Q1703702) (← links)
• Combined forecasts in portfolio optimization: a generalized approach (Q1762047) (← links)
• Modeling portfolio optimization problem by probability-credibility equilibrium risk criterion (Q1793803) (← links)
• Credibilistic variance and skewness of trapezoidal fuzzy variable and mean-variance-skewness model for portfolio selection (Q1979975) (← links)
• A globally convergent method for solving a quartic generalized Markowitz portfolio problem (Q2143112) (← links)
• Multi-period portfolio selection with mental accounts and realistic constraints based on uncertainty theory (Q2175840) (← links)
• Portfolio construction using bootstrapping neural networks: evidence from global stock market (Q2211012) (← links)
• Gray wolf optimization algorithm for multi-constraints second-order stochastic dominance portfolio optimization (Q2283864) (← links)
• Global minimum variance portfolios under uncertainty: a robust optimization approach (Q2301190) (← links)
• Application of artificial bee colony algorithm to portfolio adjustment problem with transaction costs (Q2336210) (← links)
• 2-phase NSGA II: an optimized reward and risk measurements algorithm in portfolio optimization (Q2633216) (← links)
• Time-varying mean-variance portfolio selection problem solving via LVI-PDNN (Q2669682) (← links)
• Uncertain programming models for portfolio selection with uncertain returns (Q2792187) (← links)
• (Q4999391) (← links)
• Multi-Attribute Portfolio Selection with Genetic Optimization Algorithms (Q6160191) (← links)