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The Financial Equilibrium Problem with a Markowitz-Type Memory Term and Adaptive Constraints.
Patrizia Daniele
Mariagrazia Lorino
Cristina Mirabella
Published in:
J. Optim. Theory Appl. (2016)
Keyphrases
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portfolio optimization
decision making
constrained optimization
portfolio selection
game theory
stock market
neural network
global constraints
memory usage
computing power
memory space
limited memory
long term
non stationary
memory requirements
financial data
data structure
information retrieval