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- W2997457453 abstract "Portfolio selection is one of the important issues in financial investments. This article is concerned with portfolio selection based on collaborative neurodynamic optimization. The classic Markowitz mean–variance (MV) framework and its variant mean conditional value-at-risk (CVaR) are formulated as minimax and biobjective portfolio selection problems. Neurodynamic approaches are then applied for solving these optimization problems. For each of the problems, multiple neural networks work collaboratively to characterize the efficient frontier by means of particle swarm optimization (PSO)-based weight optimization. Experimental results with stock data from four major markets show the performance and characteristics of the collaborative neurodynamic approaches to the portfolio optimization problems." @default.
- W2997457453 created "2020-01-10" @default.
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- W2997457453 date "2021-07-01" @default.
- W2997457453 modified "2023-10-16" @default.
- W2997457453 title "Minimax and Biobjective Portfolio Selection Based on Collaborative Neurodynamic Optimization" @default.
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- W2997457453 doi "https://doi.org/10.1109/tnnls.2019.2957105" @default.
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