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Yingyi Sun, Jianmin Cao & Chunxu Li. (2023) A universal noise-suppressing neural algorithm framework aided with nonconvex activation function for time-varying quadratic programming problems. Journal of the Operational Research Society 74:6, pages 1443-1461.
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Dimitris Andriosopoulos, Michalis Doumpos, Panos M. Pardalos & Constantin Zopounidis. (2019) Computational approaches and data analytics in financial services: A literature review. Journal of the Operational Research Society 70:10, pages 1581-1599.
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Articles from other publishers (4)
Jianjian Wang, Feng He & Xin Shi. (2019) Numerical solution of a general interval quadratic programming model for portfolio selection. PLOS ONE 14:3, pages e0212913.
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R. Osuna-Gómez, B. Hernández-Jiménez, Y. Chalco-Cano & G. Ruiz-Garzón. (2017) New efficiency conditions for multiobjective interval-valued programming problems. Information Sciences 420, pages 235-248.
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Dima Waleed Hanna Alrabadi. (2016) Portfolio optimization using the generalized reduced gradient nonlinear algorithm. International Journal of Islamic and Middle Eastern Finance and Management 9:4, pages 570-582.
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Wei Sun, Weiguo Zhang & Weijun Xu. (2016) A novel portfolio selection model with investors' subjective attitudes based on fuzzy random variables. A novel portfolio selection model with investors' subjective attitudes based on fuzzy random variables.