Neurodynamics-driven portfolio optimization with targeted performance criteria

DOI10.1016/j.neunet.2022.10.018zbMath1527.91154MaRDI QIDQ6077711

Jun Wang, Xin Gan

Publication date: 18 October 2023

Published in: Neural Networks (Search for Journal in Brave)

zbMATH Keywords

portfolio selectiondistributed optimizationpseudoconvex optimizationneurodynamic optimizationiteratively weighted optimizationrisk-adjusted performance criteria

Mathematics Subject Classification ID

Convex programming (90C25) Portfolio theory (91G10)

Related Items (1)

Neurodynamic optimization approaches with finite/fixed-time convergence for absolute value equations

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