A constrained portfolio selection model at considering risk-adjusted measure by using hybrid meta-heuristic algorithms
IB Salehpoor, S Molla-Alizadeh-Zavardehi - Applied Soft Computing, 2019 - Elsevier
Portfolio selection is a key issue in the business world and financial fields. This article
presents a new decision making method of portfolio optimization (PO) issues in different risk …
presents a new decision making method of portfolio optimization (PO) issues in different risk …
Optimization of Cryptocurrency Algorithmic Trading Strategies Using the Decomposition Approach
A cryptocurrency is a non-centralized form of money that facilitates financial transactions
using cryptographic processes. It can be thought of as a virtual currency or a payment …
using cryptographic processes. It can be thought of as a virtual currency or a payment …
On conjugate direction-type method for interval-valued multiobjective quadratic optimization problems
This paper deals with a class of unconstrained interval-valued multiobjective quadratic
optimization problems (in short, IVMQP) and an associated unconstrained multiobjective …
optimization problems (in short, IVMQP) and an associated unconstrained multiobjective …
Two sufficient descent spectral conjugate gradient algorithms for unconstrained optimization with application
SM Ibrahim, N Salihu - Optimization and Engineering, 2024 - Springer
This study introduces a new modification of the conjugate gradient (CG) method (IMRMIL).
Additionally, two spectral CG algorithms (SCG1 and SCG2) are constructed for …
Additionally, two spectral CG algorithms (SCG1 and SCG2) are constructed for …
Bitcoin Optimized Signal Allocation Strategies using Decomposition.
SM Omran, WH El-Behaidy… - International Journal of …, 2023 - search.ebscohost.com
Bitcoin is the first and most famous cryptocurrency. It is a virtual currency that is operated in a
decentralized form using cryptographic strategies called blockchains. Although it has …
decentralized form using cryptographic strategies called blockchains. Although it has …
Presenting a comparative model of stock investment portfolio optimization based on Markowitz model
S Mohammadi Jarchelou, K Fathi Vajargah… - … of Mathematics and …, 2022 - jmmf.atu.ac.ir
Investment is the selection of assets to hold and earn more pro t for greater prosperity in the
future. The selection of a portfolio based on the theory of constraint is classical data covering …
future. The selection of a portfolio based on the theory of constraint is classical data covering …
[引用][C] Pemodelan Dan Optimasi Multi-Tujuan Portofolio Saham Dengan Resiko Menggunakan Nadir Compromise Programming
S Subchan, E Rahmawati - Limits: Journal of Mathematics and Its Applications, 2020