VNSMAS: A constraint-based portfolio profit maximization-Reference-Cited by-同舟云学术

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VNSMAS: A constraint-based portfolio profit maximization

Published:2024-10 Issue: Volume:170 Page:106769
ISSN:0305-0548
Container-title:Computers & Operations Research
language:en
Short-container-title:Computers & Operations Research

Author:

N.S.S.S.N. Usha Devi^ORCID,Mohan R.

Publisher

Elsevier BV

Reference30 articles.

1. Continuous control with stacked deep dynamic recurrent reinforcement learning for portfolio optimization;Aboussalah;Expert Syst. Appl.,2020

2. An optimization model of retiree decisions under recursive utility with housing;Aydilek;J. Econ. Finance,2020

3. LSTM based decision support system for swing trading in stock market;Banik;Knowl.-Based Syst.,2022

4. Multi-DQN: An ensemble of deep Q-learning agents for stock market forecasting;Carta;Expert Syst. Appl.,2021

5. Variable neighborhood search for large offshore wind farm layout optimization;Cazzaro;Comput. Oper. Res.,2022

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