Time-varying minimum-cost portfolio insurance problem via an adaptive fuzzy-power LVI-PDNN
type: Item
instance of: scholarly article
title: Time-varying minimum-cost portfolio insurance problem via an adaptive fuzzy-power LVI-PDNN
author: Vasilios N. Katsikis
author: Spyridon D. Mourtas
author: Predrag S. Stanimirović
author: Shuai Li
author: Xinwei Cao
published in: Applied Mathematics and Computation
publication date: 2022-12-07T00:00:00Z
Mathematics Subject Classification ID: 90Cxx
Mathematics Subject Classification ID: 91Gxx
Mathematics Subject Classification ID: 93Cxx
zbMATH DE Number: 7627685
zbMATH Keywords: neural networks
zbMATH Keywords: fuzzy logic system
zbMATH Keywords: portfolio insurance
zbMATH Keywords: time-varying linear programming
zbMATH Keywords: portfolio optimization
describes a project that uses: ORPIT
describes a project that uses: Matlab
MaRDI profile type: Publication
full work available at URL: j.amc.2022.127700
OpenAlex ID: W4309048147
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DOI: 10.1016/J.AMC.2022.127700
description: scientific article; zbMATH DE number 7627685