Wavelet evolutionary network for complex-constrained portfolio rebalancing

DOI10.1080/00207721.2011.601351zbMath1309.91137OpenAlexW1974661727MaRDI QIDQ5497421

N. C. Suganya, G. A. Vijayalakshmi Pai

Publication date: 4 February 2015

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207721.2011.601351

zbMATH Keywords

Hopfield neural networkcardinalityportfolio rebalancingwavelet networkbounding\(k\)-means cluster analysiswavelet-based filterproportional transaction cost and class constraints

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Learning and adaptive systems in artificial intelligence (68T05) Numerical methods for wavelets (65T60) Portfolio theory (91G10)

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