Abstract The Black-Litterman (BL) model is a particularly essential analytical tool for effective
portfolio management in financial services sector since it enables investment analysts to …

In the context of infinite-horizon optimal control problems, the algebraic Riccati equations
(ARE) arise when the stability of linear time-varying (LTV) systems is investigated. Using the …

Many researchers have investigated the time-varying (TV) matrix pseudoinverse problem in
recent years, for its importance in addressing TV problems in science and engineering. In …

The application of zeroing neural network (ZNN) to solve multifarious time-varying problems,
especially the dynamic matrix inversion (DMI), is widely used in recent years. As the core …

Abstract The Black–Litterman model is a very important analytical tool for active portfolio
management because it allows investment analysts to incorporate investor's views into …

Minimum-cost portfolio insurance (MCPI) is a well-known investment strategy that tries to
limit the losses a portfolio may incur as stocks decrease in price without requiring the …

The efficient solution of the time-varying quaternion matrix inverse (TVQ-INV) is a
challenging but crucial topic due to the significance of quaternions in many disciplines …

Neuronets trained by a weights-and-structure-determination (WASD) algorithm are known to
resolve the shortcomings of traditional back-propagation neuronets such as slow training …

This research introduces three novel zeroing neural network (ZNN) models for addressing
the time-varying Yang–Baxter-like matrix equation (TV-YBLME) with arbitrary (regular or …

The dynamic Sylvester equation (DSE) is frequently encountered in engineering and
mathematics fields. The original zeroing neural network (OZNN) can work well to handle …