Portfolio selection using neural networks

Author:

Fernández Alberto,Gómez Sergio

Publisher

Elsevier BV

Subject

Management Science and Operations Research,Modeling and Simulation,General Computer Science

Reference15 articles.

1. Portfolio selection;Markowitz;Journal of Finance,1952

2. Heuristics for cardinality constrained portfolio optimisation;Chang;Computers & Operations Research,2000

3. Lin D, Wang S, Yan H. A multiobjective genetic algorithm for portfolio selection problem. In: Proceedings of ICOTA 2001. Hong Kong, 15–17 December 2001.

4. Streichert F, Ulmer H, Zell A. Evolutionary algorithms and the cardinality constrained portfolio optimization problem. In: Selected papers of the international conference on operations reasearch (OR 2003). Heidelberg, 3–5 September 2003.

5. Fieldsend J, Matatko J, Peng M. Cardinality constrained portfolio optimisation. In: Proceedings of the fifth international conference on intelligent data engineering and automated learning (IDEAL’04). Exeter, 25–27 August 2004.

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