Work

Cardinality-constrained portfolio selection via two-timescale duplex neurodynamic optimization

Year: 2022

Type: article

Source: Neural Networks

DOI: 10.1016/j.neunet.2022.06.023

Authors: Man-Fai Leung, Jun Wang, Hangjun Che

Institutions: Anglia Ruskin University, City University of Hong Kong, Southwest University

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W4283320336

FWCI: 6.582

Cites: 74

Cited by: 44

Related to: 10