Cardinality-constrained portfolio selection via two-timescale duplex neurodynamic optimization
Man-Fai Leung, Jun Wang, Hangjun Che
Topics & Concepts
Portfolio optimizationMathematical optimizationPortfolioOptimization problemComputer scienceSelection (genetic algorithm)Particle swarm optimizationMathematicsArtificial intelligenceEconomicsFinancial economicsNeural Networks and ApplicationsStock Market Forecasting MethodsSparse and Compressive Sensing Techniques