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Asset portfolio optimization using support vector machines and real-coded genetic algorithm
14 references·9 citing·46 second hop
Asset portfolio optimization using support vector machines and real-coded genetic algorithm (2011)Asset portfolio optimization using suppor…Financial Engineering, E-commerce and Supply Chain (2010)Financial Engineering, E-comm…Regularized least squares fuzzy support vector regression for financial time series forecasting (2007)Regularized least squares fuz…Asset portfolio optimization using fuzzy mathematical programming (2007)Asset portfolio optimization …Application of support vector machines to corporate credit rating prediction (2006)Application of support vector…Portfolio rebalancing model with transaction costs based on fuzzy decision theory (2005)Portfolio rebalancing model w…Mining market data: A network approach (2005)Mining market data: A network…An application of support vector machines in bankruptcy prediction model (2004)An application of support vec…Credit rating analysis with support vector machines and neural networks: a market comparative study (2003)Credit rating analysis with s…An MCDM approach to portfolio optimization (2003)An MCDM approach to portfolio…Stock selection using support vector machines (2002)Stock selection using support…Financial Engineering, E-commerce and Supply Chain (2002)Financial Engineering, E-comm…Application of support vector machines in financial time series forecasting (2001)Application of support vector…Trading on the Edge: Neural, Genetic, and Fuzzy Systems for Chaotic Financial Markets (1994)Trading on the Edge: Neural, …Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market (1991)Mean-Absolute Deviation Portf…AI-based predictive analytics for enhancing data-driven supply chain optimization (2025)AI-based predictive analytics…Real-Time Portfolio Management System Utilizing Machine Learning Techniques (2023)Real-Time Portfolio Managemen…Portfolio optimization and return prediction by integrating modified deep belief network and recurrent neural network (2022)Portfolio optimization and re…A synchronous deep reinforcement learning model for automated multi-stock trading (2021)A synchronous deep reinforcem…Decision Support Systems Application Development Trends (2002 – 2012) (2016)Decision Support Systems Appl…A GRASP based solution approach to solve cardinality constrained portfolio optimization problems (2015)A GRASP based solution approa…Fuzzy Chance-Constrained Multiobjective Portfolio Selection Model (2013)Fuzzy Chance-Constrained Mult…Hybrid optimization models of portfolio selection involving financial and ethical considerations (2012)Hybrid optimization models of…Expected value multiobjective portfolio rebalancing model with fuzzy parameters (2012)Expected value multiobjective…Fuzzy sets (1965)Fuzzy sets (1996)Decision Making in a Fuzzy Environment (2007)Possibilistic mean–variance models and efficient frontiers for portfolio selection problem (2007)Fuzzy mean–variance–skewness portfolio selection models by interval analysis (2010)Portfolio rebalancing with an investment horizon and transaction costs (2012)Portfolio Selection (1952)Portfolio Selection: Efficient Diversification of Investments (1959)Decisions with Multiple Objectives: Preferences and Value Tradeoffs. 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this work references cited by second hop

References

  • 1991Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market1,516 cited
  • 2001Application of support vector machines in financial time series forecasting1,270 cited
  • 2003Credit rating analysis with support vector machines and neural networks: a market comparative study1,017 cited
  • 2004An application of support vector machines in bankruptcy prediction model809 cited
  • 2003An MCDM approach to portfolio optimization323 cited
  • 2005Mining market data: A network approach283 cited
  • 1994Trading on the Edge: Neural, Genetic, and Fuzzy Systems for Chaotic Financial Markets261 cited
  • 2006Application of support vector machines to corporate credit rating prediction205 cited
  • 2007Asset portfolio optimization using fuzzy mathematical programming193 cited
  • 2005Portfolio rebalancing model with transaction costs based on fuzzy decision theory165 cited
  • 2002Financial Engineering, E-commerce and Supply Chain114 cited
  • 2007Regularized least squares fuzzy support vector regression for financial time series forecasting106 cited
  • 2002Stock selection using support vector machines77 cited
  • 2010Financial Engineering, E-commerce and Supply Chain65 cited

Cited by

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2012
Expected value multiobjective portfolio rebalancing model with fuzzy parameters
58 cited
  • 2013Fuzzy Chance-Constrained Multiobjective Portfolio Selection Model52 cited
  • 2012Hybrid optimization models of portfolio selection involving financial and ethical considerations48 cited
  • 2015A GRASP based solution approach to solve cardinality constrained portfolio optimization problems46 cited
  • 2025AI-based predictive analytics for enhancing data-driven supply chain optimization40 cited
  • 2021A synchronous deep reinforcement learning model for automated multi-stock trading36 cited
  • 2023Real-Time Portfolio Management System Utilizing Machine Learning Techniques33 cited
  • 2022Portfolio optimization and return prediction by integrating modified deep belief network and recurrent neural network31 cited
  • 2016Decision Support Systems Application Development Trends (2002 – 2012)15 cited