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A Novel Dynamic Neural System for Nonconvex Portfolio Optimization With Cardinality Restrictions
16 references·1 citing·50 second hop
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References

  • 1990Portfolio Selection with Transaction Costs1,318 cited
  • 1991Foundations of Portfolio Theory1,129 cited
  • 2000Heuristics for cardinality constrained portfolio optimisation927 cited
  • 2019To FinTech and Beyond708 cited
  • 2021A Survey of Fintech Research and Policy Discussion336 cited
  • 2011Particle Swarm Optimization (PSO) for the constrained portfolio optimization problem328 cited
  • 2018Temporal Attention-Augmented Bilinear Network for Financial Time-Series Data Analysis238 cited
  • 2012A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs167 cited
  • 2022Why Do Retail Customers Adopt Artificial Intelligence (AI) Based Autonomous Decision-Making Systems?131 cited
  • 2012The modern portfolio theory as an investment decision tool108 cited
  • 2018Replicating a Trading Strategy by Means of LSTM for Financial Industry Applications91 cited
  • 2021Fraud detection in publicly traded U.S firms using Beetle Antennae Search: A machine learning approach83 cited
  • 2013Modern Portfolio Theory : Foundations, Analysis, and New Developments80 cited
  • 2020Price Trailing for Financial Trading Using Deep Reinforcement Learning73 cited
  • 2020Analysis on block chain financial transaction under artificial neural network of deep learning

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70 cited
  • 2019Sparse portfolio selection via the sorted ℓ1-Norm63 cited
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    • 2025Quantum powered credit risk assessment: a novel approach using Hybrid Quantum-Classical Deep Neural Network for Row-Type Dependent Predictive Analysis13 cited