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A meta-controlled Boltzmann machine for rebalancing portfolio selection - MaRDI portal

A meta-controlled Boltzmann machine for rebalancing portfolio selection

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Publication:1769126

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zbMath1069.90066MaRDI QIDQ1769126

Teruyuki Watanabe, Junzo Watada

Publication date: 18 March 2005

Published in: CEJOR. Central European Journal of Operations Research (Search for Journal in Brave)

zbMATH Keywords

Meta-controlled Boltzmann Machine Rebalancing Portfolio Selection

Mathematics Subject Classification ID

Operations research and management science (90B99)

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