Mixed Tabu machine for portfolio optimization problem

DOI10.1080/00207160.2016.1184256zbMath1409.68271OpenAlexW2342780199WikidataQ57952632 ScholiaQ57952632MaRDI QIDQ4976309

Ensie Hajinezhad, Sohrab Effati, Reza Ghanbari

Publication date: 28 July 2017

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207160.2016.1184256

zbMATH Keywords

Hopfield networkportfolio optimization problemtabu machine

Mathematics Subject Classification ID

Problem solving in the context of artificial intelligence (heuristics, search strategies, etc.) (68T20) Portfolio theory (91G10)

Related Items

Syndicated venture capital portfolio companies selection: a fuzzy inference system – agent-based approach

Cites Work

• Unnamed Item
• Portfolio selection using neural networks
• Linear and nonlinear programming.
• Optimal quadratic programming algorithms. With applications to variational inequalities
• On the performance of the LP-guided Hopfield network-genetic algorithm
• Particle swarm optimization approach to portfolio optimization
• On the stability of the travelling salesman problem algorithm of Hopfield and Tank
• On problem solving with Hopfield neural networks
• Massively parallel analog tabu search using neural networks applied to simple plant location problems
• Tabu machine: A new neural network solution approach for combinatorial optimization problems
• Heuristics for cardinality constrained portfolio optimization
• Quadratic programming and affine variational inequalities. A qualitative study.
• Heuristic algorithms for the cardinality constrained efficient frontier