Cardinality-constrained portfolio selection based on collaborative neurodynamic optimization
From MaRDI portal
Publication:6055161
DOI10.1016/j.neunet.2021.10.007zbMath1527.91148OpenAlexW3208550483MaRDI QIDQ6055161
Publication date: 28 September 2023
Published in: Neural Networks (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.neunet.2021.10.007
Related Items (7)
Decentralized ADMM with compressed and event-triggered communication ⋮ Collaborative neurodynamic optimization for solving nonlinear equations ⋮ A one-layer recurrent neural network for nonsmooth pseudoconvex optimization with quasiconvex inequality and affine equality constraints ⋮ Sparse signal reconstruction via collaborative neurodynamic optimization ⋮ Boolean matrix factorization based on collaborative neurodynamic optimization with Boltzmann machines ⋮ Neurodynamics-driven portfolio optimization with targeted performance criteria ⋮ Hybrid Enhanced Binary Honey Badger Algorithm with Quadratic Programming for Cardinality Constrained Portfolio Optimization
Cites Work
- Unnamed Item
- Kernel search: an application to the index tracking problem
- A one-layer recurrent neural network for constrained pseudoconvex optimization and its application for dynamic portfolio optimization
- A recurrent neural network for solving a class of generalized convex optimization problems
- A one-layer recurrent neural network for constrained nonsmooth invex optimization
- Methods for multi-objective optimization: an analysis
- A deterministic annealing neural network for convex programming
- Heuristics for cardinality constrained portfolio optimization
- From stochastic dominance to mean-risk models: Semideviations as risk measures
- A minimax portfolio selection strategy with equilibrium
- A recurrent neural network with exponential convergence for solving convex quadratic program and related linear piecewise equations
- Portfolio value-at-risk optimization for asymmetrically distributed asset returns
- A neurodynamic optimization approach for complex-variables programming problem
- Smoothing inertial projection neural network for minimization \(L_{p-q}\) in sparse signal reconstruction
- Neural network for nonsmooth pseudoconvex optimization with general convex constraints
- A neurodynamic approach to nonlinear optimization problems with affine equality and convex inequality constraints
- A collaborative neurodynamic approach to global and combinatorial optimization
- A neurodynamic approach to nonsmooth constrained pseudoconvex optimization problem
- Heuristic algorithms for the cardinality constrained efficient frontier
- A collective neurodynamic optimization approach to bound-constrained nonconvex optimization
- A new method for mean-variance portfolio optimization with cardinality constraints
- Solving cardinality constrained mean-variance portfolio problems via MILP
- 60 years of portfolio optimization: practical challenges and current trends
- Coherent Measures of Risk
- Optimal Cardinality Constrained Portfolio Selection
- Adaptive Scalarization Methods in Multiobjective Optimization
- Analysis and design of a recurrent neural network for linear programming
- Optimal Mean-Reverting Portfolio With Leverage Constraint for Statistical Arbitrage in Finance
- Tests for the Weights of the Global Minimum Variance Portfolio in a High-Dimensional Setting
- A One-Layer Recurrent Neural Network with a Discontinuous Activation Function for Linear Programming
- A continuous-time neurodynamic approach and its discretization for distributed convex optimization over multi-agent systems
- A neurodynamic optimization approach to supervised feature selection via fractional programming
- A proximal neurodynamic model for solving inverse mixed variational inequalities
- Smoothing inertial neurodynamic approach for sparse signal reconstruction via \(L_p\)-norm minimization
This page was built for publication: Cardinality-constrained portfolio selection based on collaborative neurodynamic optimization