Time-varying minimum-cost portfolio insurance problem via an adaptive fuzzy-power LVI-PDNN

Author:

Katsikis Vasilios N.ORCID,Mourtas Spyridon D.ORCID,Stanimirović Predrag S.,Li Shuai,Cao Xinwei

Funder

Science Fund of the Republic of Serbia

Ministry of Education and Science of the Russian Federation

Ministarstvo Prosvete, Nauke i Tehnološkog Razvoja

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference39 articles.

1. Optimal portfolio management for engineering problems using nonconvex cardinality constraint: a computing perspective;Khan;IEEE Access,2020

2. BAS-ADAM: an ADAM based approach to improve the performance of beetle antennae search optimizer;Khan;IEEE/CAA J. Autom. Sin.,2020

3. Binary beetle antennae search algorithm for tangency portfolio diversification;Katsikis;J. Model. Optim.,2021

4. Diversification of time-varying tangency portfolio under nonlinear constraints through semi-integer beetle antennae search algorithm;Katsikis;Appl. Math.,2021

5. Time-varying mean-variance portfolio selection under transaction costs and cardinality constraint problem via beetle antennae search algorithm (BAS);Katsikis;SN Oper. Res. Forum,2021

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