Portfolio selection using neural networks
type: Item
instance of: scholarly article
title: Portfolio selection using neural networks
zbMATH Open document ID: 1102.91322
author: Alberto Fernández
author: Sergio Gomez
published in: Computers \& Operations Research
publication date: 2006-12-07T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 90C59
zbMATH DE Number: 5078759
zbMATH Keywords: portfolio selection
zbMATH Keywords: efficient frontier
zbMATH Keywords: neural networks
zbMATH Keywords: Hopfield network
MaRDI profile type: Publication
full work available at URL: j.cor.2005.06.017
OpenAlex ID: W2070156190
cites work: Heuristics for cardinality constrained portfolio optimization
cites work: A model for portfolio selection with order of expected returns.
cites work: Local search techniques for constrained portfolio selection problems
cites work: Optimization of cardinality constrained portfolios with a hybrid local search algorithm
cites work: An Interactive Optimization Method in Multicriteria Decisionmaking
cites work: Computational aspects of alternative portfolio selection models in the presence of discrete asset choice constraints
cites work: Neural Networks for Combinatorial Optimization: A Review of More Than a Decade of Research
cites work: Neurons with graded response have collective computational properties like those of two-state neurons.
DOI: 10.1016/J.COR.2005.06.017
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description: scientific article; zbMATH DE number 5078759