A novel finite-time q-power recurrent neural network and its application to uncertain portfolio model
Sign Up to like & getrecommendations! Published in 2021 at "Neurocomputing"
DOI: 10.1016/j.neucom.2021.07.036
Abstract: Abstract This paper presents a novel finite-time q-power recurrent neural network (FT-QPNN) for uncertain portfolio model. An uncertain mean–variance-skewness model under concave transaction costs is discussed. This portfolio model is essentially a nonconvex nonlinear optimization… read more here.
Keywords: finite time; time; recurrent neural; portfolio model ... See more keywords
Measuring strategic technological strength :Patent Portfolio Model
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DOI: 10.1016/j.techfore.2020.120119
Abstract: Abstract As technological innovation plays an important role in today's knowledge economy, the most important output of technology development is intellectual property, which is highly valued for generating a monopoly position in providing payoffs to… read more here.
Keywords: technological strength; portfolio model; patent portfolio;
Robust and sparse portfolio model for index tracking
Sign Up to like & getrecommendations! Published in 2018 at "Journal of Industrial and Management Optimization"
DOI: 10.3934/jimo.2018082
Abstract: In the context of index tracking, the tracking error measures the difference between the return an investor receives and that of the benchmark he was attempting to imitate. In this paper, we use the weighted… read more here.
Keywords: robust sparse; index; portfolio model; sparse portfolio ... See more keywords