Solving portfolio selection models with uncertain returns using an artificial neural network scheme
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Title
Solving portfolio selection models with uncertain returns using an artificial neural network scheme
Authors
Keywords
Uncertain variables, Portfolio selection, Mean-variance, Crisp equivalent programming, Neural network, Stability, Convergent
Journal
APPLIED INTELLIGENCE
Volume 42, Issue 4, Pages 609-621
Publisher
Springer Nature
Online
2014-12-03
DOI
10.1007/s10489-014-0616-z
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