Tlili, Ali; Khaled, Oumaima; Mousseau, Vincent; Ouerdane, Wassila Interactive portfolio selection involving multicriteria sorting models. (English) Zbl 07712068 Ann. Oper. Res. 325, No. 2, 1169-1195 (2023). MSC: 90C29 90B50 91B06 91G10 68T20 PDFBibTeX XMLCite \textit{A. Tlili} et al., Ann. Oper. Res. 325, No. 2, 1169--1195 (2023; Zbl 07712068) Full Text: DOI
Jiang, R.; Saunders, D.; Weng, C. The reinforcement learning Kelly strategy. (English) Zbl 1497.91278 Quant. Finance 22, No. 8, 1445-1464 (2022). MSC: 91G10 68T05 PDFBibTeX XMLCite \textit{R. Jiang} et al., Quant. Finance 22, No. 8, 1445--1464 (2022; Zbl 1497.91278) Full Text: DOI
Katsikis, Vasilios N.; Mourtas, Spyridon D.; Stanimirović, Predrag S.; Li, Shuai; Cao, Xinwei Time-varying mean-variance portfolio selection problem solving via LVI-PDNN. (English) Zbl 1511.91127 Comput. Oper. Res. 138, Article ID 105582, 10 p. (2022). MSC: 91G10 90C20 68T07 PDFBibTeX XMLCite \textit{V. N. Katsikis} et al., Comput. Oper. Res. 138, Article ID 105582, 10 p. (2022; Zbl 1511.91127) Full Text: DOI
Mamanis, Georgios Analyzing the performance of a two-tail-measures-utility multi-objective portfolio optimization model. (English) Zbl 1476.91157 SN Oper. Res. Forum 2, No. 4, Paper No. 58, 18 p. (2021). MSC: 91G10 91G15 68W50 PDFBibTeX XMLCite \textit{G. Mamanis}, SN Oper. Res. Forum 2, No. 4, Paper No. 58, 18 p. (2021; Zbl 1476.91157) Full Text: DOI
Wang, Haoran; Zhou, Xun Yu Continuous-time mean-variance portfolio selection: a reinforcement learning framework. (English) Zbl 1508.91515 Math. Finance 30, No. 4, 1273-1308 (2020). MSC: 91G10 68T05 PDFBibTeX XMLCite \textit{H. Wang} and \textit{X. Y. Zhou}, Math. Finance 30, No. 4, 1273--1308 (2020; Zbl 1508.91515) Full Text: DOI arXiv
Schroeder, Pascal; Kacem, Imed; Schmidt, Günter Optimal online algorithms for the portfolio selection problem, bi-directional trading and -search with interrelated prices. (English) Zbl 1430.91090 RAIRO, Oper. Res. 53, No. 2, 559-576 (2019). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91G10 68W27 PDFBibTeX XMLCite \textit{P. Schroeder} et al., RAIRO, Oper. Res. 53, No. 2, 559--576 (2019; Zbl 1430.91090) Full Text: DOI
Zhong, Hao; Liu, Chuanren; Zhong, Junwei; Xiong, Hui Which startup to invest in: a personalized portfolio strategy. (English) Zbl 1391.91151 Ann. Oper. Res. 263, No. 1-2, 339-360 (2018). MSC: 91G10 68T35 PDFBibTeX XMLCite \textit{H. Zhong} et al., Ann. Oper. Res. 263, No. 1--2, 339--360 (2018; Zbl 1391.91151) Full Text: DOI
Varela, Martín; Viera, Omar; Robledo, Franco A Q-learning approach for investment decisions. (English) Zbl 1407.91238 Pinto, Alberto A. (ed.) et al., Trends in mathematical economics. Dialogues between Southern Europe and Latin America. Selected papers based on the presentations at the conferences: 3rd international conference on dynamics, games and science, DGS III, on the occasion of the 50th birthday of Alberto A. Pinto, Porto, Portugal, February 17–21, 2014, the 1st Hellenic-Portuguese meeting on mathematical economics, AUEB, Athens, Greece, and the XV Jornadas Latinoamericanas de Teoría Económica, JOLATE, Guanajuato, México. Cham: Springer. 347-368 (2016). MSC: 91G10 68T05 PDFBibTeX XMLCite \textit{M. Varela} et al., in: Trends in mathematical economics. Dialogues between Southern Europe and Latin America. Selected papers based on the presentations at the conferences: 3rd international conference on dynamics, games and science, DGS III, on the occasion of the 50th birthday of Alberto A. Pinto, Porto, Portugal, February 17--21, 2014, the 1st Hellenic-Portuguese meeting on mathematical economics, AUEB, Athens, Greece, and the XV Jornadas Latinoamericanas de Teoría Económica, JOLATE, Guanajuato, México. Cham: Springer. 347--368 (2016; Zbl 1407.91238) Full Text: DOI
Nazemi, Alireza; Tahmasbi, Narges A computational intelligence method for solving a class of portfolio optimization problems. (English) Zbl 1422.91664 Soft Comput. 18, No. 11, 2101-2117 (2014). MSC: 91G10 91-08 90C20 68T05 PDFBibTeX XMLCite \textit{A. Nazemi} and \textit{N. Tahmasbi}, Soft Comput. 18, No. 11, 2101--2117 (2014; Zbl 1422.91664) Full Text: DOI
Li, Bin; Hoi, Steven C. H. Online portfolio selection: a survey. (English) Zbl 1306.91129 ACM Comput. Surv. 46, No. 3, Paper No. 35, 36 p. (2014). MSC: 91G10 68T05 68M11 68-02 91-02 PDFBibTeX XMLCite \textit{B. Li} and \textit{S. C. H. Hoi}, ACM Comput. Surv. 46, No. 3, Paper No. 35, 36 p. (2014; Zbl 1306.91129) Full Text: DOI arXiv
Huang, Xiaoxia; Zhao, Tianyi Mean-chance model for portfolio selection based on uncertain measure. (English) Zbl 1306.91127 Insur. Math. Econ. 59, 243-250 (2014). MSC: 91G10 68T20 90C59 PDFBibTeX XMLCite \textit{X. Huang} and \textit{T. Zhao}, Insur. Math. Econ. 59, 243--250 (2014; Zbl 1306.91127) Full Text: DOI
Fernandez, Eduardo; Lopez, Edy; Mazcorro, Gustavo; Olmedo, Rafael; Coello Coello, Carlos A. Application of the non-outranked sorting genetic algorithm to public project portfolio selection. (English) Zbl 1293.91172 Inf. Sci. 228, 131-149 (2013). MSC: 91G10 90C29 90C59 68T05 PDFBibTeX XMLCite \textit{E. Fernandez} et al., Inf. Sci. 228, 131--149 (2013; Zbl 1293.91172) Full Text: DOI
Gupta, Pankaj; Inuiguchi, Masahiro; Mehlawat, Mukesh Kumar; Mittal, Garima Multiobjective credibilistic portfolio selection model with fuzzy chance-constraints. (English) Zbl 1293.91173 Inf. Sci. 229, 1-17 (2013). MSC: 91G10 90C29 90C70 68T05 PDFBibTeX XMLCite \textit{P. Gupta} et al., Inf. Sci. 229, 1--17 (2013; Zbl 1293.91173) Full Text: DOI
Li, Jun; Xu, Jiuping Multi-objective portfolio selection model with fuzzy random returns and a compromise approach-based genetic algorithm. (English) Zbl 1291.91194 Inf. Sci. 220, 507-521 (2013). MSC: 91G10 68T20 90C29 90C59 90C70 PDFBibTeX XMLCite \textit{J. Li} and \textit{J. Xu}, Inf. Sci. 220, 507--521 (2013; Zbl 1291.91194) Full Text: DOI
Li, Xiang; Zhang, Yang; Wong, Hau-San; Qin, Zhongfeng A hybrid intelligent algorithm for portfolio selection problem with fuzzy returns. (English) Zbl 1180.91307 J. Comput. Appl. Math. 233, No. 2, 264-278 (2009). MSC: 91G60 68T05 03E72 91G10 PDFBibTeX XMLCite \textit{X. Li} et al., J. Comput. Appl. Math. 233, No. 2, 264--278 (2009; Zbl 1180.91307) Full Text: DOI
Qin, Zhongfeng; Li, Xiang; Ji, Xiaoyu Portfolio selection based on fuzzy cross-entropy. (English) Zbl 1161.91403 J. Comput. Appl. Math. 228, No. 1, 139-149 (2009). MSC: 91G10 90C70 68T05 PDFBibTeX XMLCite \textit{Z. Qin} et al., J. Comput. Appl. Math. 228, No. 1, 139--149 (2009; Zbl 1161.91403) Full Text: DOI
Korns, Michael F. Large-scale, time-constrained symbolic regression-classification. (English) Zbl 1143.91338 Riolo, Rick (ed.) et al., Genetic programming theory and practice V. Papers based on the presentations at the 5th workshop of genetic programming, Ann Arbor, MI, USA, May 17–19, 2007. New York, NY: Springer (ISBN 978-0-387-76307-1/hbk). Genetic and Evolutionary Computation, 53-68 (2008). MSC: 91B28 68T01 PDFBibTeX XMLCite \textit{M. F. Korns}, in: Genetic programming theory and practice V. Papers based on the presentations at the 5th workshop of genetic programming, Ann Arbor, MI, USA, May 17--19, 2007. New York, NY: Springer. 53--68 (2008; Zbl 1143.91338)
Budhiraja, Amarjit; Ross, Kevin Convergent numerical scheme for singular stochastic control with state constraints in a portfolio selection problem. (English) Zbl 1138.93062 SIAM J. Control Optim. 45, No. 6, 2169-2206 (2007). MSC: 93E20 68M20 90B22 90B35 60J70 49L20 PDFBibTeX XMLCite \textit{A. Budhiraja} and \textit{K. Ross}, SIAM J. Control Optim. 45, No. 6, 2169--2206 (2007; Zbl 1138.93062) Full Text: DOI Link
Tiryaki, Fatma; Ahlatcioglu, Mehmet Fuzzy stock selection using a new fuzzy ranking and weighting algorithm. (English) Zbl 1151.91547 Appl. Math. Comput. 170, No. 1, 144-157 (2005). MSC: 91B28 68T37 03E72 PDFBibTeX XMLCite \textit{F. Tiryaki} and \textit{M. Ahlatcioglu}, Appl. Math. Comput. 170, No. 1, 144--157 (2005; Zbl 1151.91547) Full Text: DOI
Dempster, M. A. H.; Jones, C. M. A real-time adaptive trading system using genetic programming. (English) Zbl 1405.91546 Quant. Finance 1, No. 4, 397-413 (2001). MSC: 91G10 68T20 90C59 PDFBibTeX XMLCite \textit{M. A. H. Dempster} and \textit{C. M. Jones}, Quant. Finance 1, No. 4, 397--413 (2001; Zbl 1405.91546) Full Text: DOI
Watanabe, Teruyuki; Watada, Junzo; Oda, Kenji Hierarchical decision making in strategic investment by a Boltzmann machine. (English) Zbl 1113.91325 Int. J. Uncertain. Fuzziness Knowl.-Based Syst. 7, No. 4, 429-437 (1999). MSC: 91B28 91B06 68T05 PDFBibTeX XMLCite \textit{T. Watanabe} et al., Int. J. Uncertain. Fuzziness Knowl.-Based Syst. 7, No. 4, 429--437 (1999; Zbl 1113.91325) Full Text: DOI
Ribeiro, Rita Almeida (ed.); Zimmermann, Hans-Jürgen (ed.); Yager, Ronald R. (ed.); Kacprzyk, Janusz (ed.) Soft computing in financial engineering. (English) Zbl 0924.90025 Studies in Fuzziness and Soft Computing. 28. Heidelberg: Physica Verlag. xiv, 506 p. (1999). Reviewer: N.Curteanu (Iaşi) MSC: 91G60 91B84 68T05 91G10 00B15 91-06 PDFBibTeX XMLCite \textit{R. A. Ribeiro} (ed.) et al., Soft computing in financial engineering. Heidelberg: Physica Verlag (1999; Zbl 0924.90025)
Nakayama, Hirotaka; Kagaku, Naoko Pattern classification by linear goal programming and its extensions. (English) Zbl 0907.90277 J. Glob. Optim. 12, No. 2, 111-126 (1998). MSC: 90C90 68T10 90C29 90C70 PDFBibTeX XMLCite \textit{H. Nakayama} and \textit{N. Kagaku}, J. Glob. Optim. 12, No. 2, 111--126 (1998; Zbl 0907.90277) Full Text: DOI
Clarke, G. An examination of neural networks potential role within property investment. (English) Zbl 0930.91045 Refenes, Apostolos-Paul N. (ed.) et al., Neural networks in financial engineering. Proceedings of the 3rd international conference on Neural networks in the capital markets, London, GB, October 11–13, 1995. Singapore: World Scientific. Progress in Neural Processing. 2, 479-497 (1996). MSC: 91B84 91B28 68T05 PDFBibTeX XMLCite \textit{G. Clarke}, in: Neural networks in financial engineering. Proceedings of the 3rd international conference on Neural networks in the capital markets, London, GB, October 11--13, 1995. Singapore: World Scientific. 479--497 (1996; Zbl 0930.91045)
Faaland, Bruce H.; Jacob, Nancy L. The linear fractional portfolio selection problem. (English) Zbl 0473.90008 Manage. Sci. 27, 1383-1389 (1981). MSC: 91G10 90B99 90C90 90C32 90C10 68Q25 65K05 PDFBibTeX XMLCite \textit{B. H. Faaland} and \textit{N. L. Jacob}, Manage. Sci. 27, 1383--1389 (1981; Zbl 0473.90008) Full Text: DOI
Pang, Jong-Shi A parametric linear complementarity technique for optimal portfolio selection with a risk-free asset. (English) Zbl 0441.90047 Oper. Res. 28, 927-941 (1980). MSC: 90B99 90C33 90C32 90C15 90C90 65K05 68Q60 PDFBibTeX XMLCite \textit{J.-S. Pang}, Oper. Res. 28, 927--941 (1980; Zbl 0441.90047) Full Text: DOI