Repositori institucional URV
| URV's Author/s: | Fernández Sabater, Alberto / Gómez Jiménez, Sergio |
| Author, as appears in the article.: | Fernandez, Alberto; Gomez, Sergio |
| Author's mail: | alberto.fernandez@urv.cat sergio.gomez@urv.cat |
| Author identifier: | 0000-0002-1241-1646 0000-0003-1820-0062 |
| Journal publication year: | 2005 |
| Publication Type: | Proceedings Paper |
| ISSN: | 15356698 |
| APA: | Fernandez, Alberto; Gomez, Sergio (2005). A hopfield network for the portfolio selection problem. Amsterdam: IOS Press |
| Paper original source: | Frontiers In Artificial Intelligence And Applications. 131 17-24 |
| 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. |
| Department: | Enginyeria Informàtica i Matemàtiques |
| Licence document URL: | https://repositori.urv.cat/ca/proteccio-de-dades/ |
| Thematic Areas: | Medicina ii Interdisciplinar Información y documentación General o multidisciplinar Engenharias iv Engenharias iii Comunicació i informació Ciências agrárias i Artificial intelligence |
| Keywords: | Portfolio selection Optimization Neural-networks Neural networks Hopfield networks |
| Entity: | Universitat Rovira i Virgili |
| Record's date: | 2024-10-26 |
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