A brief review of portfolio optimization techniques
A Gunjan, S Bhattacharyya - Artificial Intelligence Review, 2023 - Springer
Portfolio optimization has always been a challenging proposition in finance and
management. Portfolio optimization facilitates in selection of portfolios in a volatile market …
management. Portfolio optimization facilitates in selection of portfolios in a volatile market …
Artificial intelligence applied to stock market trading: a review
FGDC Ferreira, AH Gandomi, RTN Cardoso - IEEE Access, 2021 - ieeexplore.ieee.org
The application of Artificial Intelligence (AI) to financial investment is a research area that
has attracted extensive research attention since the 1990s, when there was an accelerated …
has attracted extensive research attention since the 1990s, when there was an accelerated …
[PDF][PDF] A multi-objective approach based on Markowitz and DEA cross-efficiency models for the intuitionistic fuzzy portfolio selection problem
M Rasoulzadeh, SA Edalatpanah… - … in management and …, 2022 - researchgate.net
Original scientific paper Abstract: Nowadays, investors' main concerns are choosing the best
portfolio so that the highest possible investment return can be achieved by accepting the …
portfolio so that the highest possible investment return can be achieved by accepting the …
Artificial neural networks in business: Two decades of research
M Tkáč, R Verner - Applied Soft Computing, 2016 - Elsevier
In recent two decades, artificial neural networks have been extensively used in many
business applications. Despite the growing number of research papers, only few studies …
business applications. Despite the growing number of research papers, only few studies …
A comparative survey of artificial intelligence applications in finance: artificial neural networks, expert system and hybrid intelligent systems
A Bahrammirzaee - Neural Computing and Applications, 2010 - Springer
Nowadays, many current real financial applications have nonlinear and uncertain behaviors
which change across the time. Therefore, the need to solve highly nonlinear, time variant …
which change across the time. Therefore, the need to solve highly nonlinear, time variant …
A comprehensive review of deterministic models and applications for mean-variance portfolio optimization
CB Kalayci, O Ertenlice, MA Akbay - Expert Systems with Applications, 2019 - Elsevier
Portfolio optimization is the process of determining the best combination of securities and
proportions with the aim of having less risk and obtaining more profit in an investment …
proportions with the aim of having less risk and obtaining more profit in an investment …
[HTML][HTML] Multi-period portfolio optimization using a deep reinforcement learning hyper-heuristic approach
Portfolio optimization concerns with periodically allocating the limited funds to invest in a
variety of potential assets in order to satisfy investors' appetites for risk and return goals …
variety of potential assets in order to satisfy investors' appetites for risk and return goals …
Portfolio selection: a fuzzy-ANP approach
M Rahiminezhad Galankashi, F Mokhatab Rafiei… - Financial Innovation, 2020 - Springer
This study developed specific criteria and a fuzzy analytic network process (FANP) to assess
and select portfolios on the Tehran Stock Exchange (TSE). Although the portfolio selection …
and select portfolios on the Tehran Stock Exchange (TSE). Although the portfolio selection …
A survey of swarm intelligence for portfolio optimization: Algorithms and applications
O Ertenlice, CB Kalayci - Swarm and evolutionary computation, 2018 - Elsevier
In portfolio optimization (PO), often, a risk measure is an objective to be minimized or an
efficient frontier representing the best tradeoff between return and risk is sought. In order to …
efficient frontier representing the best tradeoff between return and risk is sought. In order to …
A neural network approach for credit risk evaluation
The Basel Committee on Banking Supervision proposes a capital adequacy framework that
allows banks to calculate capital requirement for their banking books using internal …
allows banks to calculate capital requirement for their banking books using internal …