Journal of Engineering and Applied Sciences
Year:
2019
Volume:
14
Issue:
3
Page No.
675 - 683
References
Aftalion, F., 2004. [New Finance and Portfolio Management]. 2nd Edn., Editions Economica, Paris, France, ISBN:9782717849127, Pages: 246 (In Fernch).
Billionnet, A. and E. Soutif, 2004. An exact method based on Lagrangian decomposition for the 0-1 quadratic knapsack problem. Eur. J. Oper. Res., 157: 565-575.
Direct Link | Estrada, J., 2002. Systematic risk in emerging markets: The D-CAPM. Emerging Markets Rev., 3: 365-379.
Direct Link | Estrada, J., 2006. Downside risk in practice. J. Appl. Corporate Finance, 18: 117-125.
CrossRef | Direct Link | Estrada, J., 2015. Mean-semivariance optimization: A heuristic approach. J. Appl. Finance, 18: 57-72.
Direct Link | Ettaouil, M. and C. Loqman, 2008. Constraint satisfaction problems solved by semidefinite relaxations. WSEAS. Trans. Comput., 7: 951-961.
Direct Link | Ettaouil, M., K. Elmoutaouakil and Y. Ghanou, 2009. The Continuous Hopfield Networks (CHN) for the placement of the electronic circuits problem. Wseas Trans. Comput., 8: 1865-1874.
Direct Link | Fernandez, A. and S. Gomez, 2007. Portfolio selection using neural networks. Comput. Oper. Res., 34: 1177-1191.
Direct Link | Goemans, M.X., 1997. Semidefinite programming in combinatorial optimization. Math. Program., 79: 143-162.
Direct Link | Hogan, W.W. and J.M. Warren, 1974. Toward the development of an equilibrium capital-market model based on semivariance. J. Financial Quant. Anal., 9: 1-11.
Direct Link | Hopfield, J.J. and D.W. Tank, 1985. Neural computation of decisions in optimization problems. Biol. Cybern., 52: 141-152.
PubMed | Hopfield, J.J., 1984. Neurons with graded response have collective computational properties like those of two-state neurons. Proc. Natl. Acad. Sci. USA., 81: 3088-3092.
Direct Link | Jarrow, R.A., 1988. FInance Theory. Prentice Hall, Upper Saddle River, New Jersey, USA., ISBN:9780133148657, Pages: 298.
Joudar, N., K.E. Moutaouakil and M. Ettaouil, 2015. An original continuous hopfield network for optimal images restoration. WESEAS Trans. Comput., 14: 668-678.
Direct Link | Markowitz, H., 1952. Portfolio selection. J. Finance, 7: 77-91.
CrossRef | Direct Link | Markowitz, H., 1995. Portfolio Selection: Efficient Diversification of Investments. John Wiley & Sons, Hoboken, New Jersey, USA., Pages: 344.
Sefiane, S. and M. Benbouziane, 2012. Portfolio selection using genetic algorithm. J. Applied Finance Banking, 2: 143-154.
Direct Link | Takeda, M. and J.W. Goodman, 1986. Neural networks for computation: Number representations and programming complexity. Appl. Opt., 25: 3033-3046.
Direct Link | Talavan, P.M. and J. Yanez, 2002. Parameter setting of the Hopfield network applied to TSP. Neural Networks, 15: 363-373.
Direct Link | Talavan, P.M. and J. Yanez, 2006. The generalized quadratic knapsack problem: A neuronal network approach. Neural Networks, 19: 416-428.
Direct Link | Tatsumi, K., Y. Yagi and T. Tanino, 2002. Improved projection Hopfield network for the quadratic assignment problem. Proceedings of the 41st SICE Annual International Conference on SICE Vol. 4, August 5-7, 2002, IEEE, Osaka, Japan, pp: 2295-2300.
Thi, L.H.A., M. Moeini and T.P. Dinh, 2009. DC programming approach for portfolio optimization under step increasing transaction costs. Optim., 58: 267-289.
Direct Link | Thi, L.H.A., M. Moeini and T.P. Dinh, 2009. Portfolio selection under downside risk measures and cardinality constraints based on DC programming and DCA. Comput. Manage. Sci., 6: 459-475.
Direct Link | Yao, W., 1988. Alternative networks for solving the traveling salesman problem and the list-matching problem. Proceedings of the IEEE International Conference on Neural Networks, July 24-27, 1988, IEEE, San Diego, California, USA., pp: 333-340.
Zarranezhad, M., R.Y. Hajiabad and M. Fakherinia, 2015. Evaluation of particle swarm algorithm and genetic algorithms performance at optimal portfolio selection. Asian Econ. Financial Rev., 5: 88-101.
Direct Link |