Exploiting mean-variance portfolio optimization problems through zeroing neural networks

HIGHLIGHTS

  • who: Chrysostomos Kasimis and Spyridon D. Mourtas from the Department of Economics, Division of and Informatics, National and Kapodistrian University of Athens, Sofokleous , Street, Athens, Greece have published the paper: Exploiting Mean-Variance Portfolio Optimization Problems through Zeroing Neural Networks, in the Journal: Mathematics 2022, 10, 3079. of /2022/
  • what: The results of the experiments show that the ZNN approach is a magnificent alternative to the conventional methods. By employing this NN method, the models proposed have magnificent convergence performance, while the convergence speed of the approaches can be changed by altering the design parameter . . .

     

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