Narrow search
Showing 1 - 10 of 18,997
Cover Image
The portfolio heuristic optimisation system (PHOS)
Loukeris, N.; Eleftheriadis, I.; Livanis, E. - In: Computational economics 48 (2016) 4, pp. 627-648
Persistent link: https://www.econbiz.de/10011713087
Cover Image
Probabilistic constrained optimization : methodology and applications
Uryasev, Stan (ed.) - 2000
Persistent link: https://www.econbiz.de/10001510446
Cover Image
Quadratic convex reformulation for quadratic programming with linear on-off constraints
Wu, Baiyi; Li, Duan; Jiang, Rujun - In: European journal of operational research : EJOR 274 (2019) 3, pp. 824-836
Persistent link: https://www.econbiz.de/10011990236
Cover Image
Index fund optimization using a hybrid model : genetic algorithm and mixed-integer nonlinear programming
Díaz, Juan; Cortés, María; Hernández, Juan; … - In: The engineering economist : a journal devoted to the … 64 (2019) 3, pp. 298-309
Persistent link: https://www.econbiz.de/10012195813
Cover Image
Submodularity in conic quadratic mixed 0-1 optimization
Atamtürk, Alper; Gómez, Andrés - In: Operations research 68 (2020) 2, pp. 609-630
Persistent link: https://www.econbiz.de/10012213396
Cover Image
On nonsmooth robust multiobjective optimization under generalized convexity with applications to portfolio optimization
Fakhar, Majid; Mahyarinia, Mohammad Reza; Zafarani, Jafar - In: European journal of operational research : EJOR 265 (2018) 1, pp. 39-48
Persistent link: https://www.econbiz.de/10011805297
Cover Image
An efficient portfolio construction model using stock price predicted by support vector regression
Mishra, Sasmita; Padhy, Sudarsan - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-14
Persistent link: https://www.econbiz.de/10012203697
Cover Image
Applying independent component analysis and predictive systems for algorithmic trading
Ceffer, Attila; Levendovszky, Janos; Fogarasi, Norbert - In: Computational economics 54 (2019) 1, pp. 281-303
Persistent link: https://www.econbiz.de/10012134161
Cover Image
Optimal control of an objective functional with non-linearity between the conditional expectations : solutions to a class of time-inconsistent portfolio problems
Kryger, Esben; Nordfang, Maj-Britt; Steffensen, Mogens - In: Mathematical methods of operations research : ZOR 91 (2020) 3, pp. 405-438
Persistent link: https://www.econbiz.de/10012301603
Cover Image
Cardinality-constrained programs with nonnegative variables and an SCA method
Jiang, Zhongyi; Wu, Baiyi; Hu, Qiying; Zheng, Xiaojin - In: Journal of the Operational Research Society 73 (2022) 3, pp. 634-652
Persistent link: https://www.econbiz.de/10013170169