Work

A novel nonlinear neural network based on coefficient of variation for solving cardinality constraint portfolio optimization problem

Year: 2019

Type: conference-paper

Source: International Days of Statistics and Economics 2019

DOI: 10.18267/pr.2019.los.186.168

Authors: Ilgim Yaman, Turkan Erbay Dalkilic

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

SDG: Decent work and economic growth

Open Access status: closed

Funder: Vysoká Škola Ekonomická v Praze

OpenAlex ID: W3002425894

FWCI:

Cites: 13

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Related to: 10