Author, as appears in the article.: Fernández A; Gómez S

Department: Enginyeria Informàtica i Matemàtiques

URV's Author/s: Gómez Jiménez, Sergio

Keywords: Portfolio selection Optimization Neural-networks Neural networks Hopfield networks

Abstract: Given a set of available assets, the portfolio selection problem consists in finding out the best way of investing a particular amount of money in the assets. Some heuristic methods based on evolutionary algorithms, tabu search and simulated annealing have been developed in the past. Here we present a Hopfield neural network model to solve the portfolio selection problem, comparing the new results to those obtained with the other heuristic methods. © 2005 The authors. All rights reserved.

Thematic Areas: Medicina ii Interdisciplinar Información y documentación General o multidisciplinar Engenharias iv Engenharias iii Comunicació i informació Ciências agrárias i Artificial intelligence

ISSN: 15356698

Author's mail: sergio.gomez@urv.cat

Author identifier: 0000-0003-1820-0062

Record's date: 2023-02-18

Licence document URL: http://repositori.urv.cat/ca/proteccio-de-dades/

Papper original source: Frontiers In Artificial Intelligence And Applications. 131 17-24

APA: Fernández A; Gómez S (2005). A hopfield network for the portfolio selection problem.

Entity: Universitat Rovira i Virgili

Journal publication year: 2005

Publication Type: Proceedings Paper