Pages that link to "Item:Q894382"
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The following pages link to A computational intelligence method for solving a class of portfolio optimization problems (Q894382):
Displaying 13 items.
- An efficient dynamic model for solving a portfolio selection with uncertain chance constraint models (Q515750) (← links)
- Aggregating expert advice strategy for online portfolio selection with side information (Q780324) (← links)
- Simulated annealing for complex portfolio selection problems. (Q1406489) (← links)
- A novel neural network for solving semidefinite programming problems with some applications (Q1713177) (← links)
- Time-varying minimum-cost portfolio insurance problem via an adaptive fuzzy-power LVI-PDNN (Q2101985) (← links)
- Particle swarm optimization with dynamic random population topology strategies for a generalized portfolio selection problem (Q2311292) (← links)
- Time-varying mean-variance portfolio selection problem solving via LVI-PDNN (Q2669682) (← links)
- Benchmarking the performance of portfolio optimization with QAOA (Q2686165) (← links)
- BOOSTING-BASED FRAMEWORK FOR PORTFOLIO STRATEGY DISCOVERY AND OPTIMIZATION (Q3421880) (← links)
- Mixed Tabu machine for portfolio optimization problem (Q4976309) (← links)
- (Q5456193) (← links)
- Revisiting the \(1/N\)-strategy: a neural network framework for optimal strategies (Q6089408) (← links)
- Artificial intelligence in portfolio formation and forecast: Using different variance-covariance matrices (Q6107610) (← links)