Pages that link to "Item:Q2456434"
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The following pages link to Genetic algorithms for portfolio selection problems with minimum transaction lots (Q2456434):
Displaying 41 items.
- Adopting genetic algorithms for technical analysis and portfolio management (Q316260) (← links)
- A discontinuous mispricing model under asymmetric information (Q319248) (← links)
- Numerical approximations of optimal portfolios in mispriced asymmetric Lévy markets (Q322955) (← links)
- Mean-VaR portfolio selection under real constraints (Q625636) (← links)
- Fuzzy mean-variance-skewness portfolio selection models by interval analysis (Q630734) (← links)
- A sparse enhanced indexation model with chance and cardinality constraints (Q683716) (← links)
- Multi objective mean-variance-skewness model with Burg's entropy and fuzzy return for portfolio optimization (Q724371) (← links)
- A hybrid intelligent algorithm for portfolio selection problem with fuzzy returns (Q732131) (← links)
- Extracting from the relaxed for large-scale semi-continuous variable nondominated frontiers (Q905752) (← links)
- A model of portfolio optimization using time adapting genetic network programming (Q976029) (← links)
- Portfolio selection based on fuzzy cross-entropy (Q1019779) (← links)
- A review of credibilistic portfolio selection (Q1037447) (← links)
- Heuristic algorithms for the portfolio selection problem with minimum transaction lots (Q1296348) (← links)
- Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem (Q1618411) (← links)
- Uncertain portfolio selection with mental accounts and realistic constraints (Q1624618) (← links)
- Personal income tax reforms: a genetic algorithm approach (Q1681429) (← links)
- On interval portfolio selection problem (Q1794342) (← links)
- Robust ranking and portfolio optimization (Q1926870) (← links)
- A mispricing model of stocks under asymmetric information (Q1926893) (← links)
- A risk index model for portfolio selection with returns subject to experts' estimations (Q1927279) (← links)
- Fuzzy multi-period portfolio selection optimization models using multiple criteria (Q1932695) (← links)
- Portfolio optimization with irreversible long-term investments in renewable energy under policy risk: a mixed-integer multistage stochastic model and a moving-horizon approach (Q2029400) (← links)
- Robust multi-period and multi-objective portfolio selection (Q2031367) (← links)
- Non-dominated sorting genetic algorithm-II for possibilistic mean-semiabsolute deviation-Yager entropy portfolio model with complex real-world constraints (Q2168097) (← links)
- Fast quadratic programming for mean-variance portfolio optimisation (Q2226482) (← links)
- A differential evolution algorithm for yield curve estimation (Q2228852) (← links)
- Large-scale MV efficient frontier computation via a procedure of parametric quadratic programming (Q2267663) (← links)
- Application of robust optimization for a product portfolio problem using an invasive weed optimization algorithm (Q2273117) (← links)
- Mean-risk model for uncertain portfolio selection (Q2514497) (← links)
- Twenty years of linear programming based portfolio optimization (Q2514724) (← links)
- A multi-period fuzzy portfolio optimization model with minimum transaction lots (Q2630242) (← links)
- 2-phase NSGA II: an optimized reward and risk measurements algorithm in portfolio optimization (Q2633216) (← links)
- Mean-risk model for uncertain portfolio selection with background risk and realistic constraints (Q2691461) (← links)
- Uncertain programming models for portfolio selection with uncertain returns (Q2792187) (← links)
- Prospect theory–based portfolio optimization: an empirical study and analysis using intelligent algorithms (Q4555083) (← links)
- (Q4999391) (← links)
- Optimal Portfolios on Mean-Diversification Efficient Frontiers (Q5148837) (← links)
- DC programming approaches for discrete portfolio optimization under concave transaction costs (Q5963231) (← links)
- Adaptive evolutionary algorithms for portfolio selection problems (Q6088765) (← links)
- Computing cardinality constrained portfolio selection efficient frontiers via closest correlation matrices (Q6555146) (← links)
- Robust portfolio optimization with fuzzy TODIM, genetic algorithm and multi-criteria constraints (Q6573347) (← links)
