نتایج جستجو برای: mean algorithm

تعداد نتایج: 1306753  

Journal: :IEEJ Transactions on Electronics, Information and Systems 2007

Journal: :Research Journal of Applied Sciences, Engineering and Technology 2014

Journal: :International Journal of Financial Studies 2022

Portfolio optimization is an activity for balancing return and risk. In this paper, we used mean-variance (M-V) portfolio models with buy-in threshold cardinality constraints. This model can be formulated as a mixed integer nonlinear programming (MINLP) problem. To solve constrained problem, propose the use of modified spiral algorithm (SOA). Then, Bartholomew-Biggs Kane’s data to validate our ...

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