A computational intelligence method for solving a class of portfolio optimization problems (Q894382)
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scientific article; zbMATH DE number 6514847
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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