Portfolio Insurance through Error-Correction Neural Networks

Zeroing Neural Network for Pseudoinversion of an Arbitrary Time-Varying Matrix Based on Singular Value Decomposition

(2022) Mariya Kornilova et al.   Mathematics

A higher-order zeroing neural network for pseudoinversion of an arbitrary time-varying matrix with applications to mobile object localization

(2022) Theodore E. Simos et al.   INFORMATION SCIENCES

Exploiting the Black-Litterman framework through error-correction neural networks

(2022) Spyridon D. Mourtas et al.   NEUROCOMPUTING

Zeroing Neural Network Approaches Based on Direct and Indirect Methods for Solving the Yang–Baxter-like Matrix Equation

(2022) Wendong Jiang et al.   Mathematics

A multi-input with multi-function activated weights and structure determination neuronet for classification problems and applications in firm fraud and loan approval

(2022) Theodore E. Simos et al.   APPLIED SOFT COMPUTING

Unique non-negative definite solution of the time-varying algebraic Riccati equations with applications to stabilization of LTV systems

(2022) Theodore E. Simos et al.   MATHEMATICS AND COMPUTERS IN SIMULATION

Continuous-Time Varying Complex QR Decomposition via Zeroing Neural Dynamics

(2021) Vasilios N. Katsikis et al.   NEURAL PROCESSING LETTERS

Time-varying Black–Litterman portfolio optimization using a bio-inspired approach and neuronets

(2021) Theodore E. Simos et al.   APPLIED SOFT COMPUTING

Time-varying mean–variance portfolio selection problem solving via LVI-PDNN

(2021) Vasilios N. Katsikis et al.   COMPUTERS & OPERATIONS RESEARCH

Solving Complex-Valued Time-Varying Linear Matrix Equations via QR Decomposition With Applications to Robotic Motion Tracking and on Angle-of-Arrival Localization

(2021) Vasilios N. Katsikis et al.   IEEE Transactions on Neural Networks and Learning Systems

Continuous‐time mean–variance portfolio selection: A reinforcement learning framework

(2020) Haoran Wang et al.   MATHEMATICAL FINANCE

Randomized time‐varying knapsack problems via binary beetle antennae search algorithm: Emphasis on applications in portfolio insurance

(2020) Marina A. Medvedeva et al.   MATHEMATICAL METHODS IN THE APPLIED SCIENCES

Portfolio optimization with return prediction using deep learning and machine learning

(2020) Yilin Ma et al.   EXPERT SYSTEMS WITH APPLICATIONS

A hybrid approach to cardinality constraint portfolio selection problem based on nonlinear neural network and genetic algorithm

(2020) Ilgım Yaman et al.   EXPERT SYSTEMS WITH APPLICATIONS

Unified Model Solving Nine Types of Time-Varying Problems in the Frame of Zeroing Neural Network

(2020) Jian Li et al.   IEEE Transactions on Neural Networks and Learning Systems

Minimax and Biobjective Portfolio Selection Based on Collaborative Neurodynamic Optimization

(2020) Man-Fai Leung et al.   IEEE Transactions on Neural Networks and Learning Systems

A heuristic process on the existence of positive bases with applications to minimum-cost portfolio insurance in C[a, b]

(2019) Vasilios N. Katsikis et al.   APPLIED MATHEMATICS AND COMPUTATION

ORPIT: A Matlab Toolbox for Option Replication and Portfolio Insurance in Incomplete Markets

(2019) Vasilios N. Katsikis et al.   Computational Economics

Robust Tube-Based Predictive Control for Visual Servoing of Constrained Differential-Drive Mobile Robots

(2018) Fan Ke et al.   IEEE TRANSACTIONS ON INDUSTRIAL ELECTRONICS

Nonconvex function activated zeroing neural network models for dynamic quadratic programming subject to equality and inequality constraints

(2017) Long Jin et al.   NEUROCOMPUTING

Modified ZNN for Time-Varying Quadratic Programming With Inherent Tolerance to Noises and Its Application to Kinematic Redundancy Resolution of Robot Manipulators

(2016) Long Jin et al.   IEEE TRANSACTIONS ON INDUSTRIAL ELECTRONICS

MATLAB Simulink modeling and simulation of LVI-based primal–dual neural network for solving linear and quadratic programs

(2008) Yunong Zhang et al.   NEUROCOMPUTING