Wavelet evolutionary network for complex-constrained portfolio rebalancing (Q5497421)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Wavelet evolutionary network for complex-constrained portfolio rebalancing |
scientific article; zbMATH DE number 6396887
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Wavelet evolutionary network for complex-constrained portfolio rebalancing |
scientific article; zbMATH DE number 6396887 |
Statements
Wavelet evolutionary network for complex-constrained portfolio rebalancing (English)
0 references
4 February 2015
0 references
portfolio rebalancing
0 references
Hopfield neural network
0 references
wavelet-based filter
0 references
wavelet network
0 references
\(k\)-means cluster analysis
0 references
cardinality
0 references
bounding
0 references
proportional transaction cost and class constraints
0 references
0 references
0.8488933
0 references
0.8224864
0 references
0.80429804
0 references
