A hybrid approach to cardinality constraint portfolio selection problem based on nonlinear neural network and genetic algorithm

Expert Systems with Applications ◽

10.1016/j.eswa.2020.114517 ◽

2020 ◽

pp. 114517

Author(s):

Ilgım Yaman ◽

Türkan Erbay Dalkiliç

Keyword(s):

Neural Network ◽

Genetic Algorithm ◽

Portfolio Selection ◽

Hybrid Approach ◽

Selection Problem ◽

Cardinality Constraint ◽

Portfolio Selection Problem

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Multi-period fuzzy mean-semi variance portfolio selection problem with transaction cost and minimum transaction lots using genetic algorithm

International Journal of Industrial Engineering Computations ◽

10.5267/j.ijiec.2015.10.007 ◽

2016 ◽

pp. 217-228 ◽

Author(s):

Mohammad Ali Barati ◽

Mohammad Mohammadi ◽

Bahman Naderi

Keyword(s):

Genetic Algorithm ◽

Transaction Cost ◽

Portfolio Selection ◽

Selection Problem ◽

Portfolio Selection Problem ◽

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A new portfolio selection problem in bubble condition under uncertainty: Application of Z-number theory and fuzzy neural network

Expert Systems with Applications ◽

10.1016/j.eswa.2021.114944 ◽

2021 ◽

pp. 114944

Author(s):

Alireza Ghahtarani

Keyword(s):

Neural Network ◽

Number Theory ◽

Portfolio Selection ◽

Fuzzy Neural Network ◽

Selection Problem ◽

Portfolio Selection Problem ◽

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Dual Population Genetic Algorithm for the Cardinality Constrained Portfolio Selection Problem

Lecture Notes in Computer Science - Simulated Evolution and Learning ◽

10.1007/978-3-319-13563-2_59 ◽

2014 ◽

pp. 703-712 ◽

Author(s):

Nasser R. Sabar ◽

Andy Song

Keyword(s):

Genetic Algorithm ◽

Portfolio Selection ◽

Population Genetic ◽

Selection Problem ◽

Portfolio Selection Problem ◽

Population Genetic Algorithm

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A Robust Neural Network Approach for the Portfolio Selection Problem Basing on New Rational Models

Journal of Engineering and Applied Sciences ◽

10.36478/jeasci.2019.675.683 ◽

2019 ◽

Vol 14 (3) ◽

pp. 675-683

Author(s):

Kaoutar Senhaji ◽

Karim El Moutaouakil ◽

Mohamed Ettaouil

Keyword(s):

Neural Network ◽

Portfolio Selection ◽

Selection Problem ◽

Network Approach ◽

Neural Network Approach ◽

Rational Models ◽

Portfolio Selection Problem

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A DOWNSIDE RISK APPROACH FOR THE PORTFOLIO SELECTION PROBLEM WITH FUZZY RETURNS

FUZZY ECONOMIC REVIEW ◽

10.25102/fer.2004.01.04 ◽

2004 ◽

Vol 09 (01) ◽

Author(s):

Teresa León ◽

Vicente Liern ◽

Paulina Marco ◽

Enriqueta Vercher ◽

José Vicente Segura

Keyword(s):

Portfolio Selection ◽

Downside Risk ◽

Selection Problem ◽

Portfolio Selection Problem ◽

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Cooperative Search Using Agents for Cardinality Constrained Portfolio Selection Problem

IEEE Transactions on Systems Man and Cybernetics Part C (Applications and Reviews) ◽

10.1109/tsmcc.2012.2197388 ◽

2012 ◽

Vol 42 (6) ◽

pp. 1510-1518 ◽

Author(s):

Ritesh Kumar ◽

Subir Bhattacharya

Keyword(s):

Portfolio Selection ◽

Selection Problem ◽

Cooperative Search ◽

Portfolio Selection Problem

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A new particle swarm optimisation based on MATLAB for portfolio selection problem

International Journal of Modelling Identification and Control ◽

10.1504/ijmic.2010.032380 ◽

2010 ◽

Vol 9 (1/2) ◽

pp. 206 ◽

Author(s):

Jianwei Gao ◽

Zhonghua Chu

Keyword(s):

Portfolio Selection ◽

Particle Swarm ◽

Particle Swarm Optimisation ◽

Selection Problem ◽

Portfolio Selection Problem

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The mean-absolute deviation portfolio selection problem with interval-valued returns

Journal of Computational and Applied Mathematics ◽

10.1016/j.cam.2011.03.008 ◽

2011 ◽

Vol 235 (14) ◽

pp. 4149-4157 ◽

Author(s):

Shiang-Tai Liu

Keyword(s):

Portfolio Selection ◽

Selection Problem ◽

Mean Absolute Deviation ◽

Absolute Deviation ◽

Portfolio Selection Problem ◽

The Mean ◽

Interval Valued

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Bicriteria Exploratory Mean-Variance Portfolio Selection Problem in Continuous Time

10.1109/ccdc52312.2021.9602795 ◽

2021 ◽

Author(s):

Heng Zhang

Keyword(s):

Portfolio Selection ◽

Continuous Time ◽

Selection Problem ◽

Portfolio Selection Problem ◽

Mean Variance Portfolio ◽

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An integrated multi-objective Markowitz–DEA cross-efficiency model with fuzzy returns for portfolio selection problem

Applied Soft Computing ◽

10.1016/j.asoc.2015.09.018 ◽

2016 ◽

Vol 38 ◽

pp. 1-9 ◽

Author(s):

Zahra Mashayekhi ◽

Hashem Omrani

Keyword(s):

Portfolio Selection ◽

Selection Problem ◽

Portfolio Selection Problem ◽

Multi Objective

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