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An efficient method of evaluating portfolio risk and return
Solving norm constrained portfolio optimization via coordinate wise descent algorithms
Evolutionary Local Search Algorithm for Portfolio Selection Problem: Spin Glass Based Approach
conventional SA and EO algorithm. The resulting are then used to solve the portfolio selection problem that is a non-deterministic polynomial complete (NPC) problem. This is confirmed by test results of five of the world\\\\\\'s major stock markets, reliability...
From Local Search to Global Conclusions: Migrating Spin Glass-Based Distributed Portfolio Selection
in order to trace out an efficient frontier
in the optimization landscape. The proposed methodology is then applied to the problem of portfolio selection. Portfolio selection is one of the nondeterministic polynomial complete
problems where...
Extremal optimization vs. learning automata: Strategies for spin selection in portfolio selection problems
of convergence and improved performance. The resulting two algorithms are then used to solve portfolio selection problem that is a non-polynomial (NP) complete problem. Comparison of test results indicates that the two algorithms, while being very different...
Composing local and global behaviors: Higher performance of spin glass based portfolio selection
technique based on spin glass paradigm that uses
the above heuristic to solve the classic portfolio selection problem. Study of spin glass paradigm reveals
that limiting each spin’s interactions to its local neighborhood increases...



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