A Portfolio Optimization Model Based on Structural Classification

International Conference on Automatic Control and Artificial Intelligence (ACAI 2012) ◽

10.1049/cp.2012.0968 ◽

2012 ◽

Author(s):

Quanliang Li ◽

Tieying Liu

Keyword(s):

Portfolio Optimization ◽

Optimization Model ◽

Structural Classification ◽

Model Based ◽

Portfolio Optimization Model

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A mean-CVaR-skewness portfolio optimization model based on asymmetric Laplace distribution

Annals of Operations Research ◽

10.1007/s10479-014-1654-y ◽

2014 ◽

Vol 226 (1) ◽

pp. 727-739 ◽

Cited By ~ 22

Author(s):

Shangmei Zhao ◽

Qing Lu ◽

Liyan Han ◽

Yong Liu ◽

Fei Hu

Keyword(s):

Portfolio Optimization ◽

Optimization Model ◽

Laplace Distribution ◽

Asymmetric Laplace Distribution ◽

Model Based ◽

Portfolio Optimization Model

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Study of Portfolio Optimization Model Based on Design-Free Estimation

2017 International Conference on Management Science and Engineering (ICMSE) ◽

10.1109/icmse.2017.8574433 ◽

2017 ◽

Author(s):

Liu Tong ◽

Qu Shi-You ◽

Mao Chao-Xuan

Keyword(s):

Portfolio Optimization ◽

Optimization Model ◽

Model Based ◽

Portfolio Optimization Model

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A Portfolio Optimization Model Based on Information Entropy and Fuzzy Time Series

2013 Sixth International Conference on Business Intelligence and Financial Engineering ◽

10.1109/bife.2013.37 ◽

2013 ◽

Cited By ~ 2

Author(s):

Ze-Bin Yang ◽

Rong-Xi Zhou ◽

Qiang Zhang ◽

Mei Yu

Keyword(s):

Time Series ◽

Portfolio Optimization ◽

Information Entropy ◽

Optimization Model ◽

Fuzzy Time Series ◽

Model Based ◽

Portfolio Optimization Model

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Research on Real Estate Portfolio Optimization Model Based on Improved Niche Genetic Algorithm

2009 International Symposium on Information Engineering and Electronic Commerce ◽

10.1109/ieec.2009.84 ◽

2009 ◽

Author(s):

Yuansheng Huang ◽

Chengfang Tian ◽

Wei Fang

Keyword(s):

Genetic Algorithm ◽

Real Estate ◽

Portfolio Optimization ◽

Optimization Model ◽

Model Based ◽

Portfolio Optimization Model

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Fuzzy portfolio optimization model based on worst-case VaR

2005 International Conference on Machine Learning and Cybernetics ◽

10.1109/icmlc.2005.1527550 ◽

2005 ◽

Author(s):

Yan-Chun Liu ◽

Tie Wang ◽

Li-Qun Gao ◽

Ping Ren ◽

Bao-Zheng Liu

Keyword(s):

Portfolio Optimization ◽

Optimization Model ◽

Worst Case ◽

Model Based ◽

Portfolio Optimization Model

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Research on the Investment Portfolio Optimization Model Based on an Improved Maximum Entropy

Journal of Convergence Information Technology ◽

10.4156/jcit.vol7.issue18.22 ◽

2012 ◽

Vol 7 (18) ◽

pp. 186-192

Author(s):

Qiu Jian Guo

Keyword(s):

Portfolio Optimization ◽

Maximum Entropy ◽

Optimization Model ◽

Investment Portfolio ◽

Model Based ◽

Portfolio Optimization Model ◽

Investment Portfolio Optimization

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A Weighted Portfolio Optimization Model Based on the Trend Ratio, Emotion Index, and ANGQTS

IEEE Transactions on Emerging Topics in Computational Intelligence ◽

10.1109/tetci.2021.3118041 ◽

2021 ◽

pp. 1-16

Author(s):

Yao-Hsin Chou ◽

Yu-Chi Jiang ◽

Yi-Rui Hsu ◽

Shu-Yu Kuo ◽

Sy-Yen Kuo

Keyword(s):

Portfolio Optimization ◽

Optimization Model ◽

Model Based ◽

Weighted Portfolio ◽

Portfolio Optimization Model

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A Novel Portfolio Optimization Model Based on Trend Ratio and Evolutionary Computation

IEEE Transactions on Emerging Topics in Computational Intelligence ◽

10.1109/tetci.2018.2868939 ◽

2019 ◽

Vol 3 (4) ◽

pp. 337-350 ◽

Cited By ~ 2

Author(s):

Yao-Hsin Chou ◽

Shu-Yu Kuo ◽

Yu-Chi Jiang

Keyword(s):

Evolutionary Computation ◽

Portfolio Optimization ◽

Optimization Model ◽

Model Based ◽

Portfolio Optimization Model

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A new multi-objective portfolio optimization model based on dual expected utility

2010 IEEE Fifth International Conference on Bio-Inspired Computing: Theories and Applications (BIC-TA) ◽

10.1109/bicta.2010.5645226 ◽

2010 ◽

Author(s):

Yuelin Gao ◽

Bo Wang ◽

Xiangping Quan ◽

Jingke Zhou

Keyword(s):

Portfolio Optimization ◽

Expected Utility ◽

Optimization Model ◽

Multi Objective ◽

Model Based ◽

Portfolio Optimization Model

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

IEEE Transactions on Fuzzy Systems ◽

10.1109/tfuzz.2018.2829463 ◽

2019 ◽

Vol 27 (5) ◽

pp. 1023-1036 ◽

Cited By ~ 10

Author(s):

Wei Chen ◽

Dandan Li ◽

Yong-Jun Liu

Keyword(s):

Portfolio Optimization ◽

Optimization Model ◽

Multiple Criteria ◽

Model Based ◽

Portfolio Optimization Model

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