机构

• 数学与系统科学研究... [31]
• 科技战略咨询研究院 [1]
• 自动化研究所 [1]

采集方式

• OAI收割 [33]

内容类型

• 期刊论文 [33]

发表日期

• 2022 [1]
• 2020 [2]
• 2019 [3]
• 2018 [2]
• 2017 [2]
• 2015 [3]
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学科主题

• Operations... [1]

筛选

浏览/检索结果: 共33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-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：36/0  |  提交时间：2022/06/21 Portfolio selection  Multi-period  Investor views  Scenario tree  Optimization   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:     |  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   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：45/0  |  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：78/0  |  提交时间：2019/12/13 Portfolio selection  Group decision making  Prospect theory  Consensus process   Portfolio selection under uncertainty by the ordered modular average operator 期刊论文  OAI收割 FUZZY OPTIMIZATION AND DECISION MAKING, 2019, 卷号: 18, 期号: 1, 页码: 1-14 作者:  Li, Hong-Quan;  Yi, Zhi-Hong;  Fang, Yong   |  收藏  |  浏览/下载：52/0  |  提交时间：2019/04/02 Aggregation operator  Portfolio selection  The mean-variance model  The ordered modular averages  The ordered weighted averages   Portfolio selection under different attitudes in fuzzy environment 期刊论文  OAI收割 INFORMATION SCIENCES, 2018, 卷号: 462, 页码: 278-289 作者:  Zhou, Xiaoyang;  Wang, Jue;  Yang, Xiangping;  Lev, Benjamin;  Tu, Yan   |  收藏  |  浏览/下载：38/0  |  提交时间：2018/10/07 Portfolio selection  Conservative-neutral-aggressive attitude  Fuzzy variable  Value at risk, epsilon-constraint method   Fuzzy Views on Black-Litterman Portfolio Selection Model 期刊论文  OAI收割 JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2018, 卷号: 31, 期号: 4, 页码: 975-987 作者:  Fang, Yong;  Bo, Lin;  Zhao, Daping;  Wang, Shouyang   |  收藏  |  浏览/下载：26/0  |  提交时间：2018/07/30 Black-Litterman optimization  fuzzy covariance  fuzzy number  portfolio selection   Energy efficiency decision and selection of main engines in a sustainable shipbuilding supply chain 期刊论文  OAI收割 TRANSPORTATION RESEARCH PART D-TRANSPORT AND ENVIRONMENT, 2017, 卷号: 53, 页码: 290-305 作者:  Xie, Gang;  Yue, Wuyi;  Wang, Shouyang   |  收藏  |  浏览/下载：26/0  |  提交时间：2018/07/30 Energy efficiency  Main engine  Portfolio selection  Sustainability  Shipbuilding supply chain   Binary switch portfolio 期刊论文  OAI收割 QUANTITATIVE FINANCE, 2017, 卷号: 17, 期号: 5, 页码: 763-780 作者:  Li, Tengfei;  Chen, Kani;  Feng, Yang;  Ying, Zhiliang   |  收藏  |  浏览/下载：21/0  |  提交时间：2018/07/30 Aggregating algorithm  Asset return  Bayesian analysis  Portfolio selection  Supervised learning  Universal portfolio