A computational intelligence method for solving a class of portfolio optimization problems (Q894382)

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scientific article; zbMATH DE number 6514847
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A computational intelligence method for solving a class of portfolio optimization problems
scientific article; zbMATH DE number 6514847

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    A computational intelligence method for solving a class of portfolio optimization problems (English)
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    30 November 2015
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    portfolio selection
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    mean-variance model
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    quadratic programming
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    neural network models
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    stability
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    convergence
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