Cardinality-constrained portfolio selection based on collaborative neurodynamic optimization
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Title
Cardinality-constrained portfolio selection based on collaborative neurodynamic optimization
Authors
Keywords
Cardinality constraint, Neurodynamic optimization, Mixed-integer programming, Portfolio selection
Journal
NEURAL NETWORKS
Volume 145, Issue -, Pages 68-79
Publisher
Elsevier BV
Online
2021-10-26
DOI
10.1016/j.neunet.2021.10.007
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