منابع مشابه
Portfolio selection using neural networks
In this paper we apply a heuristic method based on artificial neural networks in order to trace out the efficient frontier associated to the portfolio selection problem. We consider a generalization of the standard Markowitz mean-variance model which includes cardinality and bounding constraints. These constraints ensure the investment in a given number of different assets and limit the amount ...
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Project Portfolio Risk Response Selection Using Bayesian Belief Networks
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The Markowitz’s Portfolio Selection Model defines the return and risk variables as first-order statistical measurements, which have made this model to be known as meanvariance model. This work presents a modified version of the Markowitz’s Model that uses time series prediction instead of first order statistical measurements. We have used a neural network predictor for providing an estimate of ...
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a vast number of organizational projects as well as complexity of decision making process can cause particular challenges for project management and its leadership. in order to use organization assets and opportunities efficiently, it is necessary that manager implement a comprehensive multidimensional project portfolio management system that considers economic, social and technical details of ...
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ژورنال
عنوان ژورنال: Computers & Operations Research
سال: 2007
ISSN: 0305-0548
DOI: 10.1016/j.cor.2005.06.017