Pages that link to "Item:Q1582684"

The following pages link to Heuristics for cardinality constrained portfolio optimization (Q1582684):

Displaying 50 items.

• Efficient Cardinality/Mean-Variance Portfolios (Q2950096) (← links)
• Optimal hedge fund portfolios under liquidation risk (Q2994854) (← links)
• Solving continuous min max problem for single period portfolio selection with discrete constraints by DCA (Q3165910) (← links)
• Evolutionary Computation for Modelling and Optimization in Finance (Q3298472) (← links)
• Dynamic portfolio management under competing representations (Q3374171) (← links)
• Robust investment strategies with discrete asset choice constraints using DC programming (Q3553750) (← links)
• An exact algorithm for factor model in portfolio selection with roundlot constraints (Q3625229) (← links)
• Multiobjective (Combinatorial) Optimisation—Some Thoughts on Applications (Q3649619) (← links)
• Prospect theory–based portfolio optimization: an empirical study and analysis using intelligent algorithms (Q4555083) (← links)
• Hybrid metaheuristics for constrained portfolio selection problems (Q4911224) (← links)
• Mixed Tabu machine for portfolio optimization problem (Q4976309) (← links)
• Index tracking through deep latent representation learning (Q4991048) (← links)
• An Alternating Method for Cardinality-Constrained Optimization: A Computational Study for the Best Subset Selection and Sparse Portfolio Problems (Q5060779) (← links)
• Solving Portfolio Optimization Problems Using MOEA/D and Lévy Flight (Q5066669) (← links)
• Zeroth-Order Regularized Optimization (ZORO): Approximately Sparse Gradients and Adaptive Sampling (Q5072595) (← links)
• A Scalable Algorithm for Sparse Portfolio Selection (Q5087719) (← links)
• A Combinatorial Approach for Small and Strong Formulations of Disjunctive Constraints (Q5108220) (← links)
• High-dimensional index tracking based on the adaptive elastic net (Q5139249) (← links)
• A Firefly Algorithm for Portfolio Optimization (Q5141991) (← links)
• Index Fund Optimization Using Genetic Algorithm and Scatter Diagram Based on Coefficients of Determination (Q5192372) (← links)
• Portfolio Selection with Multiple Spectral Risk Constraints (Q5258454) (← links)
• A penalty PALM method for sparse portfolio selection problems (Q5268895) (← links)
• Quadratic Convex Reformulations for Semicontinuous Quadratic Programming (Q5348460) (← links)
• OPTIMAL LOT SOLUTION TO CARDINALITY CONSTRAINED MEAN–VARIANCE FORMULATION FOR PORTFOLIO SELECTION (Q5472778) (← links)
• Wavelet evolutionary network for complex-constrained portfolio rebalancing (Q5497421) (← links)
• Maximum Entropy Bi-Objective Model and its Evolutionary Algorithm for Portfolio Optimization (Q5888387) (← links)
• A note on portfolio selection with restrictions on leverage (Q5945861) (← links)
• Distributionally robust optimization with Wasserstein metric for multi-period portfolio selection under uncertainty (Q6039453) (← links)
• Cardinality-constrained portfolio selection based on collaborative neurodynamic optimization (Q6055161) (← links)
• A low-cost alternating projection approach for a continuous formulation of convex and cardinality constrained optimization (Q6063782) (← links)
• Portfolio management with higher moments: the cardinality impact (Q6066673) (← links)
• Complex portfolio selection via convex mixed‐integer quadratic programming: a survey (Q6070970) (← links)
• Expected mean return—standard deviation efficient frontier approximation with low‐cardinality portfolios in the presence of the risk‐free asset (Q6079983) (← links)
• A unifying framework for sparsity-constrained optimization (Q6086139) (← links)
• Adaptive evolutionary algorithms for portfolio selection problems (Q6088765) (← links)
• A bi‐level programming framework for identifying optimal parameters in portfolio selection (Q6092501) (← links)
• Cardinality-constrained distributionally robust portfolio optimization (Q6112845) (← links)
• Modeling combinatorial disjunctive constraints via junction trees (Q6120845) (← links)
• An enhanced GRASP approach for the index tracking problem (Q6146646) (← links)
• Multiobjective Programming and Multiattribute Utility Functions in Portfolio Optimization (Q6160193) (← links)
• A Fuzzy Goal Programming Model for Venture Capital Investment Decision Making (Q6160426) (← links)
• Risk-allocation-based index tracking (Q6164597) (← links)
• Hybrid Enhanced Binary Honey Badger Algorithm with Quadratic Programming for Cardinality Constrained Portfolio Optimization (Q6169946) (← links)
• ChatGPT-based investment portfolio selection (Q6200790) (← links)
• Mean-variance efficient large portfolios: a simple machine learning heuristic technique based on the two-fund separation theorem (Q6547041) (← links)
• Computing cardinality constrained portfolio selection efficient frontiers via closest correlation matrices (Q6555146) (← links)
• A penalty decomposition algorithm for the extended mean-variance-CVaR portfolio optimization problem (Q6560769) (← links)
• Robust portfolio optimization with fuzzy TODIM, genetic algorithm and multi-criteria constraints (Q6573347) (← links)
• Penalty method for the sparse portfolio optimization problem (Q6574067) (← links)
• Cardinality minimization, constraints, and regularization: a survey (Q6585278) (← links)