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浏览/检索结果: 共76条，第1-10条 帮助 条数/页： 5101520253035404550556065707580859095100 排序方式： 请选择题名升序题名降序提交时间升序提交时间降序作者升序作者降序发表日期升序发表日期降序 Multi-objective approaches to portfolio optimization with market impact costs 期刊论文  OAI收割 MEMETIC COMPUTING, 2022, 页码: 11 作者:  Wang, Hongze;  Li, Xuerong;  Hong, Wenjing;  Tang, Ke   |  收藏  |  浏览/下载：39/0  |  提交时间：2022/11/14 Portfolio optimization  Market impact cost  Multi-objective optimization  Evolutionary computation  Memetic algorithm   Multi-objective approaches to portfolio optimization with market impact costs 期刊论文  OAI收割 MEMETIC COMPUTING, 2022, 页码: 11 作者:  Wang, Hongze;  Li, Xuerong;  Hong, Wenjing;  Tang, Ke   |  收藏  |  浏览/下载：33/0  |  提交时间：2023/02/07 Portfolio optimization  Market impact cost  Multi-objective optimization  Evolutionary computation  Memetic algorithm   New insights and augmented Lagrangian algorithm for optimal portfolio liquidation with market impact 期刊论文  OAI收割 INTERNATIONAL TRANSACTIONS IN OPERATIONAL RESEARCH, 2022, 页码: 25 作者:  Xu, Fengmin;  Li, Xuepeng;  Dai, Yu-Hong;  Wang, Meihua   |  收藏  |  浏览/下载：21/0  |  提交时间：2023/02/07 augmented Lagrangian algorithm  equity and liability  optimal portfolio liquidation  price impact   Multi-period portfolio selection with investor views based on scenario tree 期刊论文  OAI收割 APPLIED MATHEMATICS AND COMPUTATION, 2022, 卷号: 418, 页码: 14 作者:  Zhao, Daping;  Bai, Lin;  Fang, Yong;  Wang, Shouyang   |  收藏  |  浏览/下载：37/0  |  提交时间：2022/06/21 Portfolio selection  Multi-period  Investor views  Scenario tree  Optimization   Take Bitcoin into your portfolio: a novel ensemble portfolio optimization framework for broad commodity assets 期刊论文  OAI收割 Financial Innovation, 2021, 卷号: 7, 期号: 1 作者:  Li,Yuze;  Jiang,Shangrong;  Wei,Yunjie;  Wang,Shouyang   |  收藏  |  浏览/下载：36/0  |  提交时间：2021/10/26 Portfolio optimization  Bitcoin  Deep learning  Reinforcement learning  Variational mode decomposition   Fast algorithms for sparse portfolio selection considering industries and investment styles 期刊论文  OAI收割 JOURNAL OF GLOBAL OPTIMIZATION, 2020, 页码: 27 作者:  Dong, Zhi-Long;  Xu, Fengmin;  Dai, Yu-Hong   |  收藏  |  浏览/下载：31/0  |  提交时间：2020/06/30 Portfolio selection  Industry classification  Style investment  ADMM  Sparse optimization   Equilibrium Solutions of Multiperiod Mean-Variance Portfolio Selection 期刊论文  OAI收割 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2020, 卷号: 65, 期号: 4, 页码: 1716-1723 作者:  Ni, Yuan-Hua;  Li, Xun;  Zhang, Ji-Feng;  Krstic, Miroslav   |  收藏  |  浏览/下载：18/0  |  提交时间：2020/05/24 Portfolios  Optimal control  Nickel  Covariance matrices  Optimization  Indexes  Multiperiod mean-variance portfolio selection  stochastic linear-quadratic (LQ) control  time inconsistency   基于VaR的风险平价投资策略及应用 期刊论文  OAI收割 系统工程学报, 2020, 卷号: 35, 期号: 5, 页码: 623-631,641 作者:     |  收藏  |  浏览/下载：29/0  |  提交时间：2021/01/14 portfolio  risk parity  VaR  global minimum variance portfolio  equal weighted portfolio  投资组合  风险平价  VaR  全局最小方差组合  等权组合   Artificial Bee Colony Algorithm Based on Novel Mechanism for Fuzzy Portfolio Selection 期刊论文  OAI收割 IEEE TRANSACTIONS ON FUZZY SYSTEMS, 2019, 卷号: 27, 期号: 5, 页码: 966-978 作者:  Gao, Weifeng;  Sheng, Hailong;  Wang, Jue;  Wang, Shouyang   |  收藏  |  浏览/下载：47/0  |  提交时间：2020/01/10 Artificial bee colony algorithm (ABC)  direction learning  elite learning  fuzzy portfolio selection  search direction  step size   A prospect theory-based group decision approach considering consensus for portfolio selection with hesitant fuzzy information 期刊论文  OAI收割 KNOWLEDGE-BASED SYSTEMS, 2019, 卷号: 168, 页码: 28-38 作者:  Zhou, Xiaoyang;  Wang, Liqin;  Liao, Huchang;  Wang, Shouyang;  Lev, Benjamin   |  收藏  |  浏览/下载：81/0  |  提交时间：2019/12/13 Portfolio selection  Group decision making  Prospect theory  Consensus process