Time-varying mean-variance portfolio selection problem solving via LVI-PDNN
Vasilios N. Katsikis, Spyridon D. Mourtas, Predrag S. Stanimirović, Shuai Li, Xinwei Cao
| Year of publication: |
2022
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|---|---|
| Authors: | Katsikis, Vasilios N. ; Mourtas, Spyridon D. ; Stanimirović, Predrag S. ; Li, Shuai ; Cao, Xinwei |
| Published in: |
Computers & operations research : and their applications to problems of world concern ; an international journal. - Oxford [u.a.] : Elsevier, ISSN 0305-0548, ZDB-ID 194012-0. - Vol. 138.2022, p. 1-10
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| Subject: | Continuous neural networks | Portfolio selection | Quadratic programming | Time-varying systems | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Neuronale Netze | Neural networks |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.cor.2021.105582 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013040817