4.7 Article

Portfolio optimization using higher moments in an uncertain random environment

相关参考文献

注意:仅列出部分参考文献,下载原文获取全部文献信息。
Article Computer Science, Information Systems

A novel graph convolutional feature based convolutional neural network for stock trend prediction

Wei Chen et al.

Summary: The paper introduces a novel method for stock trend prediction using GC-CNN model, which considers both stock market information and individual stock information. Experimental analysis demonstrates that the proposed method outperforms several stock trend prediction methods and stock trading strategies.

INFORMATION SCIENCES (2021)

Article Operations Research & Management Science

Preference-based evolutionary multi-objective optimization for portfolio selection: a new credibilistic model under investor preferences

Ana B. Ruiz et al.

JOURNAL OF GLOBAL OPTIMIZATION (2020)

Article Computer Science, Artificial Intelligence

On portfolio management with value at risk and uncertain returns via an artificial neural network scheme

Sahar Mohammadi et al.

COGNITIVE SYSTEMS RESEARCH (2020)

Article Physics, Multidisciplinary

Mixed value-at-risk and its numerical investigation

Anubha Goel et al.

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS (2020)

Article Mathematics, Applied

Multi-period portfolio selection with mental accounts and realistic constraints based on uncertainty theory

Jinhua Chang et al.

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS (2020)

Article Economics

Possibilistic Moment Models for Multi-period Portfolio Selection with Fuzzy Returns

Yong-Jun Liu et al.

COMPUTATIONAL ECONOMICS (2019)

Article Computer Science, Artificial Intelligence

A Novel Hybrid ICA-FA Algorithm for Multiperiod Uncertain Portfolio Optimization Model Based on Multiple Criteria

Wei Chen et al.

IEEE TRANSACTIONS ON FUZZY SYSTEMS (2019)

Article Computer Science, Artificial Intelligence

Portfolio selection with coherent Investor's expectations under uncertainty

Hong-Quan Li et al.

EXPERT SYSTEMS WITH APPLICATIONS (2019)

Article Engineering, Multidisciplinary

Uncertain portfolio optimization problem under a minimax risk measure

Bo Li et al.

APPLIED MATHEMATICAL MODELLING (2019)

Article Business, Finance

Optimization of multi-period portfolio model after fitting best distribution

Rezvan Kamali et al.

FINANCE RESEARCH LETTERS (2019)

Article Computer Science, Artificial Intelligence

Uncertain random portfolio optimization models based on value-at-risk

Zhongfeng Qin et al.

JOURNAL OF INTELLIGENT & FUZZY SYSTEMS (2017)

Article Computer Science, Artificial Intelligence

Random fuzzy mean-absolute deviation models for portfolio optimization problem with hybrid uncertainty

Zhongfeng Qin

APPLIED SOFT COMPUTING (2017)

Article Computer Science, Information Systems

Credibilistic mean-entropy models for multi-period portfolio selection with multi-choice aspiration levels

Mukesh Kumar Mehlawat

INFORMATION SCIENCES (2016)

Article Computer Science, Artificial Intelligence

Uncertain portfolio adjusting model using semiabsolute deviation

Zhongfeng Qin et al.

SOFT COMPUTING (2016)

Article Computer Science, Artificial Intelligence

Portfolio optimization using a credibility mean-absolute semi-deviation model

Enriqueta Vercher et al.

EXPERT SYSTEMS WITH APPLICATIONS (2015)

Article Physics, Multidisciplinary

Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem

Wei Chen

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS (2015)

Article Economics

Skewness seeking: risk loving, optimism or overweighting of small probabilities?

Thomas Astebro et al.

THEORY AND DECISION (2015)

Article Computer Science, Artificial Intelligence

CREDIBILITY-BASED FUZZY MATHEMATICAL PROGRAMMING MODEL FOR PORTFOLIO SELECTION UNDER UNCERTAINTY

Mukesh Kumar Mehlawat et al.

INTERNATIONAL JOURNAL OF INFORMATION TECHNOLOGY & DECISION MAKING (2014)

Article Computer Science, Artificial Intelligence

Uncertain random programming with applications

Yuhan Liu

FUZZY OPTIMIZATION AND DECISION MAKING (2013)

Article Computer Science, Information Systems

Multiobjective credibilistic portfolio selection model with fuzzy chance-constraints

Pankaj Gupta et al.

INFORMATION SCIENCES (2013)

Article Computer Science, Artificial Intelligence

Uncertain random variables: a mixture of uncertainty and randomness

Yuhan Liu

SOFT COMPUTING (2013)

Article Computer Science, Artificial Intelligence

A sufficient and necessary condition for credibility measures

Xiang Li et al.

INTERNATIONAL JOURNAL OF UNCERTAINTY FUZZINESS AND KNOWLEDGE-BASED SYSTEMS (2006)

Article Business, Finance

Random walk versus breaking trend in stock prices: Evidence from emerging markets

K Chaudhuri et al.

JOURNAL OF BANKING & FINANCE (2003)

Article Computer Science, Artificial Intelligence

Expected value of fuzzy variable and fuzzy expected value models

BD Liu et al.

IEEE TRANSACTIONS ON FUZZY SYSTEMS (2002)

Article Computer Science, Artificial Intelligence

A fast and elitist multiobjective genetic algorithm: NSGA-II

K Deb et al.

IEEE TRANSACTIONS ON EVOLUTIONARY COMPUTATION (2002)