Portfolio Insurance through Error-Correction Neural Networks
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- Aliprantis, C. D. & Brown, D. J. & Werner, J., 2000. "Minimum-cost portfolio insurance," Journal of Economic Dynamics and Control, Elsevier, vol. 24(11-12), pages 1703-1719, October.
- Katsikis, Vasilios N. & Mourtas, Spyridon D., 2019. "A heuristic process on the existence of positive bases with applications to minimum-cost portfolio insurance in C[a, b]," Applied Mathematics and Computation, Elsevier, vol. 349(C), pages 221-244.
- Mariya Kornilova & Vladislav Kovalnogov & Ruslan Fedorov & Mansur Zamaleev & Vasilios N. Katsikis & Spyridon D. Mourtas & Theodore E. Simos, 2022. "Zeroing Neural Network for Pseudoinversion of an Arbitrary Time-Varying Matrix Based on Singular Value Decomposition," Mathematics, MDPI, vol. 10(8), pages 1-12, April.
- Simos, Theodore E. & Katsikis, Vasilios N. & Mourtas, Spyridon D. & Stanimirović, Predrag S., 2022. "Unique non-negative definite solution of the time-varying algebraic Riccati equations with applications to stabilization of LTV systems," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 202(C), pages 164-180.
- Kentaro Imajo & Kentaro Minami & Katsuya Ito & Kei Nakagawa, 2020. "Deep Portfolio Optimization via Distributional Prediction of Residual Factors," Papers 2012.07245, arXiv.org.
- Wendong Jiang & Chia-Liang Lin & Vasilios N. Katsikis & Spyridon D. Mourtas & Predrag S. Stanimirović & Theodore E. Simos, 2022. "Zeroing Neural Network Approaches Based on Direct and Indirect Methods for Solving the Yang–Baxter-like Matrix Equation," Mathematics, MDPI, vol. 10(11), pages 1-13, June.
- Vasilios N. Katsikis & Spyridon D. Mourtas & Predrag S. Stanimirović & Shuai Li & Xinwei Cao, 2021. "Time-Varying Mean-Variance Portfolio Selection under Transaction Costs and Cardinality Constraint Problem via Beetle Antennae Search Algorithm (BAS)," SN Operations Research Forum, Springer, vol. 2(2), pages 1-26, June.
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- Houssem Jerbi & Obaid Alshammari & Sondess Ben Aoun & Mourad Kchaou & Theodore E. Simos & Spyridon D. Mourtas & Vasilios N. Katsikis, 2023. "Hermitian Solutions of the Quaternion Algebraic Riccati Equations through Zeroing Neural Networks with Application to Quadrotor Control," Mathematics, MDPI, vol. 12(1), pages 1-19, December.
- Catalina Lozano-Murcia & Francisco P. Romero & Jesus Serrano-Guerrero & Jose A. Olivas, 2023. "A Comparison between Explainable Machine Learning Methods for Classification and Regression Problems in the Actuarial Context," Mathematics, MDPI, vol. 11(14), pages 1-20, July.
- Xingyuan Li & Chia-Liang Lin & Theodore E. Simos & Spyridon D. Mourtas & Vasilios N. Katsikis, 2022. "Computation of Time-Varying {2,3}- and {2,4}-Inverses through Zeroing Neural Networks," Mathematics, MDPI, vol. 10(24), pages 1-13, December.
- Rabeh Abbassi & Houssem Jerbi & Mourad Kchaou & Theodore E. Simos & Spyridon D. Mourtas & Vasilios N. Katsikis, 2023. "Towards Higher-Order Zeroing Neural Networks for Calculating Quaternion Matrix Inverse with Application to Robotic Motion Tracking," Mathematics, MDPI, vol. 11(12), pages 1-21, June.
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Keywords
portfolio insurance; neural networks; portfolio selection; time-varying linear programming;All these keywords.
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