Work

A neurodynamic approach for solving portfolio optimisation problem in high-frequency trading based on charnes-chooper transformation

Year: 2024

Type: article

Source: International Journal of Systems Science

DOI: 10.1080/00207721.2024.2428844

Authors: Wenli Zhu, Jia Chen, Jin Hu

Institutions: Southwestern University of Finance and Economics, Southwest University, Chongqing Jiaotong University

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

Funder: National Natural Science Foundation of China

Award: G6043456360

OpenAlex ID: W4404506509

FWCI: 0.947

Cites: 56

Cited by: 3

Related to: 10