A Novel Dynamic Neural System for Nonconvex Portfolio Optimization With Cardinality Restrictions.

Xinwei Cao Shuai Li

Published in: IEEE Trans. Syst. Man Cybern. Syst. (2023)

Keyphrases

portfolio optimization
problems involving
portfolio selection
portfolio management
risk management
network architecture
bi objective
long term
optimization methods
robust optimization
dynamic programming
stock market
factor analysis
stock exchange