OpenLB
Open Library of Bioscience
Advanced Search

Journal

Publication Year

1 year 3 years 5 years 10 years
2021 - 2032
202120222023
202420252026
202720282029
203020312032
2021 - 2032
202120222023
202420252026
202720282029
203020312032

Publication Type

Associated Data

Found 73 results

Filters: entropy portfolio optimization

An Entropy-Based Approach to Portfolio Optimization.
Peter Joseph Mercurio, Yuehua Wu, Hong Xie
Entropy (Basel). Mar 14, 2020.22(3): Electronic
Source:PubMed
PMID: 33286106 doi:10.3390/e22030332
Portfolio Optimization for Binary Options Based on Relative Entropy.
Peter Joseph Mercurio, Yuehua Wu, Hong Xie
Entropy (Basel). Jul 09, 2020.22(7): Electronic
Source:PubMed
PMID: 33286524 doi:10.3390/e22070752
Option Portfolio Selection with Generalized Entropic Portfolio Optimization.
Peter Joseph Mercurio, Yuehua Wu, Hong Xie
Entropy (Basel). Jul 22, 2020.22(8): Electronic
Source:PubMed
PMID: 33286576 doi:10.3390/e22080805
Portfolio Optimization with a Mean-Absolute Deviation-Entropy Multi-Objective Model.
Weng Siew Lam, Weng Hoe Lam, Saiful Hafizah Jaaman
Entropy (Basel). Sep 28, 2021.23(10): Electronic
Source:PubMed
PMID: 34681990 doi:10.3390/e23101266
Portfolio Optimization with a Mean-Entropy-Mutual Information Model.
Rodrigo Gonçalves Novais, Peter Wanke, Jorge Antunes, Yong Tan
Entropy (Basel). Mar 04, 2022.24(3): Electronic
Source:PubMed
PMID: 35327880 doi:10.3390/e24030369
Firefly algorithm for cardinality constrained mean-variance portfolio optimization problem with entropy diversity constraint.
Nebojsa Bacanin, Milan Tuba
ScientificWorldJournal. 2014.2014:721521 Print-Electronic
Source:PubMed
PMID: 24991645 doi:10.1155/2014/721521
A New Adaptive Entropy Portfolio Selection Model.
Ruidi Song, Yue Chan
Entropy (Basel). Aug 28, 2020.22(9): Electronic
Source:PubMed
PMID: 33286720 doi:10.3390/e22090951
Quaternion Valued Risk Diversification.
Seisuke Sugitomo, Keiichi Maeta
Entropy (Basel). Mar 29, 2020.22(4): Electronic
Source:PubMed
PMID: 33286164 doi:10.3390/e22040390
A Simple View on the Interval and Fuzzy Portfolio Selection Problems.
Krzysztof Kaczmarek, Ludmila Dymova, Pavel Sevastjanov
Entropy (Basel). Aug 25, 2020.22(9): Electronic
Source:PubMed
PMID: 33286701 doi:10.3390/e22090932
Whale Optimization Algorithm for Multiconstraint Second-Order Stochastic Dominance Portfolio Optimization.
Q H Zhai, T Ye, M X Huang, S L Feng, H Li
Comput Intell Neurosci. 2020.2020:8834162 Electronic-eCollection
Source:PubMed
PMID: 32908478 doi:10.1155/2020/8834162
0