-
3
-
-
69249225721
-
Portfolio selection using neural networks
-
(to appear)
-
Fernandez A, Gomez S (2009, to appear) Portfolio selection using neural networks. Comput Oper Res
-
(2009)
Comput Oper Res
-
-
Fernandez, A.1
Gomez, S.2
-
4
-
-
27244445899
-
Collusive game solutions via optimisation
-
Harrington JE, Hobbs BF, Pang JS, Liu A, Roch G (2005) Collusive game solutions via optimisation. Math Program Ser B 104(1-2):407-435
-
(2005)
Math Program Ser B
, vol.104
, Issue.1-2
, pp. 407-435
-
-
Harrington, J.E.1
Hobbs, B.F.2
Pang, J.S.3
Liu, A.4
Roch, G.5
-
6
-
-
85008834188
-
Computational aspects of alternative portfolio selection models in the presence of discrete asset choice constraints
-
Jobst N, Horniman M, Lucas C, Mitra G (2001) Computational aspects of alternative portfolio selection models in the presence of discrete asset choice constraints. Quant Finan 1:1-13
-
(2001)
Quant Finan
, vol.1
, pp. 1-13
-
-
Jobst, N.1
Horniman, M.2
Lucas, C.3
Mitra, G.4
-
9
-
-
26444575959
-
A continuous approach for globally solving linearly constrained quadratic zero-one programming problems
-
Le Thi HA, Pham Dinh T (2001) A continuous approach for globally solving linearly constrained quadratic zero-one programming problems. Optimization 50(1-2):93-120
-
(2001)
Optimization
, vol.50
, Issue.1-2
, pp. 93-120
-
-
Le Thi, H.A.1
Pham Dinh, T.2
-
10
-
-
1542380919
-
Large scale molecular optimization from distances matrices by a DC optimization approach
-
Le Thi HA, Pham Dinh T (2003) Large scale molecular optimization from distances matrices by a DC optimization approach. SIAM J Optim 14(1):77-116
-
(2003)
SIAM J Optim
, vol.14
, Issue.1
, pp. 77-116
-
-
Le Thi, H.A.1
Pham Dinh, T.2
-
11
-
-
15244346000
-
The DC (difference of convex functions) Programming and DCA revisited with DC models of real world non convex optimization problems
-
Le Thi HA, Pham Dinh T (2005) The DC (difference of convex functions) Programming and DCA revisited with DC models of real world non convex optimization problems. Ann Oper Res 133:23-46
-
(2005)
Ann Oper Res
, vol.133
, pp. 23-46
-
-
Le Thi, H.A.1
Pham Dinh, T.2
-
12
-
-
69249224608
-
Exact penalty techniques in DC programming, research report, LMI, national institute for applied sciences
-
Rouen, France (submitted)
-
Le Thi HA, Pham Dinh T, Huynh VN (2005) Exact penalty techniques in DC programming, research report, LMI, national institute for applied sciences. Rouen, France (submitted)
-
(2005)
-
-
Le Thi, H.A.1
Pham Dinh, T.2
Huynh, V.N.3
-
13
-
-
84995186518
-
Portfolio selection
-
Markowitz HM (1952) Portfolio selection. J Finan 7(1):77-91
-
(1952)
J Finan
, vol.7
, Issue.1
, pp. 77-91
-
-
Markowitz, H.M.1
-
16
-
-
0000939953
-
Convex analysis approach to d.c. programming: Theory, Algorithms and Applications
-
dedicated to Professor Hoang Tuy on the occasion of his 70th birthday
-
Pham Dinh T, Le Thi HA (1997) Convex analysis approach to d.c. programming: Theory, Algorithms and Applications. Acta Mathematica Vietnamica, dedicated to Professor Hoang Tuy on the occasion of his 70th birthday, vol 22(1), pp 289-355
-
(1997)
Acta Mathematica Vietnamica
, vol.22
, Issue.1
, pp. 289-355
-
-
Pham Dinh, T.1
Le Thi, H.A.2
-
17
-
-
0032081028
-
DC optimization algorithms for solving the trust region subproblem
-
Pham Dinh T, Le Thi HA (1998) DC optimization algorithms for solving the trust region subproblem. SIAM J Optim 8:476-505
-
(1998)
SIAM J Optim
, vol.8
, pp. 476-505
-
-
Pham Dinh, T.1
Le Thi, H.A.2
-
18
-
-
0004267646
-
-
1st edn. Princeton University Press, Princeton
-
Rockafellar RT (1970) Convex analysis, 1st edn. Princeton University Press, Princeton
-
(1970)
Convex Analysis
-
-
Rockafellar, R.T.1
-
19
-
-
0001567393
-
Safety first and the holding of assets
-
Roy AD (1952) Safety first and the holding of assets. Econometrica 20(3):431-449
-
(1952)
Econometrica
, vol.20
, Issue.3
, pp. 431-449
-
-
Roy, A.D.1
-
20
-
-
33745801648
-
Binary tomography by iterating linear programs
-
In: Klette R, Kozera R, Noakes L, Weickert J(eds) Kluwer, Dordrecht
-
Weber S, Schnörr C, Schüle Th, Hornegger J (2005) Binary tomography by iterating linear programs. In: Klette R, Kozera R, Noakes L, Weickert J(eds) Computational imaging and vision: Geometric properties from incomplete data. Kluwer, Dordrecht
-
(2005)
Computational Imaging and Vision: Geometric Properties from Incomplete Data
-
-
Weber, S.1
Schnörr, C.2
Schüle, Th.3
Hornegger, J.4
|