Author, as appears in the article.: Fernandez, Alberto; Gomez, Sergio
Department: Enginyeria Informàtica i Matemàtiques
URV's Author/s: Fernández Sabater, Alberto / 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: alberto.fernandez@urv.cat sergio.gomez@urv.cat
Author identifier: 0000-0002-1241-1646 0000-0003-1820-0062
Record's date: 2024-10-26
Licence document URL: https://repositori.urv.cat/ca/proteccio-de-dades/
Papper original source: Frontiers In Artificial Intelligence And Applications. 131 17-24
APA: Fernandez, Alberto; Gomez, Sergio (2005). A hopfield network for the portfolio selection problem. Amsterdam: IOS Press
Entity: Universitat Rovira i Virgili
Journal publication year: 2005
Publication Type: Proceedings Paper
Repositori URV