Cardinality-constrained portfolio selection via two-timescale duplex neurodynamic optimization.

Man-Fai Leung Jun Wang Hangjun Che

Published in: Neural Networks (2022)

Keyphrases

portfolio selection
robust optimization
portfolio optimization
multiple objectives
multistage stochastic
concave convex procedure
portfolio management
optimization algorithm
multi objective
financial markets
decision making
long term
optimization problems
text classification
multistage
combinatorial optimization