Optimising portfolio diversification and dimensionality (Q2679246)
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scientific article; zbMATH DE number 7643844
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimising portfolio diversification and dimensionality |
scientific article; zbMATH DE number 7643844 |
Statements
Optimising portfolio diversification and dimensionality (English)
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19 January 2023
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portfolio diversification
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global optimization
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branch and bound
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gradient Langevin dynamics
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0.8953927
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0.87349725
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