Fuzzy Neural Network for Fuzzy Quadratic Programming With Penalty Function and Mean-Variance Markowitz Portfolio Model
This research tries to integrate fuzzy neural networks with penalty function to address the quadratic programming based on the mean-variance Markowitz portfolio model. The fuzzy quadratic programming problem with penalty function consists of the lower, central, and upper models. The models utilize f...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2024-01-01
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| Series: | Applied Computational Intelligence and Soft Computing |
| Online Access: | http://dx.doi.org/10.1155/2024/8694583 |
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