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A Polynomial Optimization Approach to Constant Rebalanced Portfolio Selection [PDF]

open access: yes
We address the multi-period portfolio optimization problem with the constant rebalancing strategy. This problem is formulated as a polynomial optimization problem (POP) by using a mean-variance criterion.
Sotirov, R., Takano, Y.
core  

Global Optimization by Particle Swarm Method:A Fortran Program [PDF]

open access: yes
Programs that work very well in optimizing convex functions very often perform poorly when the problem has multiple local minima or maxima. They are often caught or trapped in the local minima/maxima.
Mishra, SK
core  

Generalizations of the quadratic bound optimization principle. [PDF]

open access: yesProc Natl Acad Sci U S A
Li XJ, Tian GL, Zhou H, Lange K.
europepmc   +1 more source

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