An Efficient Global Optimal Method for Cardinality Constrained Portfolio Optimization

IF 2.3 4区计算机科学 Q3 COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS

Informs Journal on Computing Pub Date : 2023-12-20 DOI:10.1287/ijoc.2022.0344

Wei Xu, Jie Tang, Ka Fai Cedric Yiu, Jian Wen Peng

引用次数: 0

Abstract

INFORMS Journal on Computing, Ahead of Print.

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一种有效的、全局最优的、受 Cardinality 约束的投资组合优化方法

INFORMS 计算期刊》，印刷版。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Informs Journal on Computing 工程技术-计算机：跨学科应用

CiteScore

4.20

自引率

14.30%

发文量

162

审稿时长

7.5 months

期刊介绍： The INFORMS Journal on Computing (JOC) is a quarterly that publishes papers in the intersection of operations research (OR) and computer science (CS). Most papers contain original research, but we also welcome special papers in a variety of forms, including Feature Articles on timely topics, Expository Reviews making a comprehensive survey and evaluation of a subject area, and State-of-the-Art Reviews that collect and integrate recent streams of research.