Time-varying minimum-cost portfolio insurance problem via an adaptive fuzzy-power LVI-PDNN
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Publication:2101985
DOI10.1016/j.amc.2022.127700OpenAlexW4309048147MaRDI QIDQ2101985
Spyridon D. Mourtas, Xinwei Cao, Vasilios N. Katsikis, Predrag S. Stanimirović, Shuai Li
Publication date: 7 December 2022
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2022.127700
neural networksportfolio optimizationportfolio insurancefuzzy logic systemtime-varying linear programming
Mathematical programming (90Cxx) Actuarial science and mathematical finance (91Gxx) Model systems in control theory (93Cxx)
Uses Software
Cites Work
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- Time-varying mean-variance portfolio selection problem solving via LVI-PDNN
- Stability and Control of Nonlinear Time-varying Systems
- Stabilization of Rössler chaotic dynamical system using fuzzy logic control algorithm
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