Neural network with fixed noise for index-tracking portfolio optimization.
Yuyeong KwakJunho SongHongchul LeePublished in: Expert Syst. Appl. (2021)
Keyphrases
- portfolio optimization
- neural network
- portfolio management
- portfolio selection
- problems involving
- robust optimization
- stock market
- bi objective
- risk management
- missing data
- neural network model
- stock price
- optimization methods
- investment decisions
- particle swarm optimization
- long term
- evolutionary algorithm
- decision making
- genetic algorithm