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Fast algorithms for sparse portfolio selection considering industries and investment styles 期刊论文
JOURNAL OF GLOBAL OPTIMIZATION, 2020, 页码: 27
Authors:  Dong, Zhi-Long;  Xu, Fengmin;  Dai, Yu-Hong
Favorite  |  View/Download:5/0  |  Submit date:2020/06/30
Portfolio selection  Industry classification  Style investment  ADMM  Sparse optimization  
Equilibrium Solutions of Multiperiod Mean-Variance Portfolio Selection 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2020, 卷号: 65, 期号: 4, 页码: 1716-1723
Authors:  Ni, Yuan-Hua;  Li, Xun;  Zhang, Ji-Feng;  Krstic, Miroslav
Favorite  |  View/Download:7/0  |  Submit date:2020/05/24
Portfolios  Optimal control  Nickel  Covariance matrices  Optimization  Indexes  Multiperiod mean-variance portfolio selection  stochastic linear-quadratic (LQ) control  time inconsistency  
Portfolio Selection Based on Bayesian Theory 期刊论文
MATHEMATICAL PROBLEMS IN ENGINEERING, 2019, 卷号: 2019, 页码: 11
Authors:  Zhao, Daping;  Fang, Yong;  Zhang, Chaoliang;  Wang, Zongrun
Favorite  |  View/Download:5/0  |  Submit date:2020/05/24
Artificial Bee Colony Algorithm Based on Novel Mechanism for Fuzzy Portfolio Selection 期刊论文
IEEE TRANSACTIONS ON FUZZY SYSTEMS, 2019, 卷号: 27, 期号: 5, 页码: 966-978
Authors:  Gao, Weifeng;  Sheng, Hailong;  Wang, Jue;  Wang, Shouyang
Favorite  |  View/Download:14/0  |  Submit date: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
KNOWLEDGE-BASED SYSTEMS, 2019, 卷号: 168, 页码: 28-38
Authors:  Zhou, Xiaoyang;  Wang, Liqin;  Liao, Huchang;  Wang, Shouyang;  Lev, Benjamin;  Fujita, Hamido
Favorite  |  View/Download:11/0  |  Submit date: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
FUZZY OPTIMIZATION AND DECISION MAKING, 2019, 卷号: 18, 期号: 1, 页码: 1-14
Authors:  Li, Hong-Quan;  Yi, Zhi-Hong;  Fang, Yong
Favorite  |  View/Download:15/0  |  Submit date: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
INFORMATION SCIENCES, 2018, 卷号: 462, 页码: 278-289
Authors:  Zhou, Xiaoyang;  Wang, Jue;  Yang, Xiangping;  Lev, Benjamin;  Tu, Yan;  Wang, Shouyang
Favorite  |  View/Download:17/0  |  Submit date: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
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2018, 卷号: 31, 期号: 4, 页码: 975-987
Authors:  Fang, Yong;  Bo, Lin;  Zhao, Daping;  Wang, Shouyang
Favorite  |  View/Download:19/0  |  Submit date:2018/07/30
Black-Litterman optimization  fuzzy covariance  fuzzy number  portfolio selection  
Portfolio selection under different attitudes in fuzzy environment 期刊论文
INFORMATION SCIENCES, 2018, 卷号: 462, 页码: 278
Authors:  Zhou, Xiaoyang;  Wang, Jue;  Yang, Xiangping;  Lev, Benjamin;  Tu, Yan;  Wang, Shouyang
Favorite  |  View/Download:11/0  |  Submit date:2019/12/31
Fuzzy Views on Black-Litterman Portfolio Selection Model 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2018, 卷号: 31, 期号: 4, 页码: 975
Authors:  Fang, Yong;  Bo, Lin;  Zhao, Daping;  Wang, Shouyang
Favorite  |  View/Download:8/0  |  Submit date:2019/12/31