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Constrained Portfolio Rebalancing with Transaction Costs using Evolutionary Wavelet Hopfield Network Strategy.
N. C. Suganya
G. A. Vijayalakshmi Pai
Published in:
NaBIC (2009)
Keyphrases
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transaction costs
hopfield network
portfolio management
hopfield neural network
hopfield networks
neural network
search costs
portfolio selection
genetic algorithm
neural network model
stock exchange
neural model
denoising
higher order
stock market