Work

A Novel Dynamic Neural System for Nonconvex Portfolio Optimization With Cardinality Restrictions

Year: 2023

Type: article

Source: IEEE Transactions on Systems Man and Cybernetics Systems

DOI: 10.1109/tsmc.2023.3288224

Authors: Xinwei Cao, Shuai Li

Institutions: Jiangnan University, VTT Technical Research Centre of Finland, University of Oulu

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4383899683

FWCI: 5.349

Cites: 53

Cited by: 29

Related to: 10