文章基本信息

标题：Selection of Investment Basis Using Neural Networks in Stock Exchange
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作者：Ebrahim Kalani ; Alireza Elhami ; Reza Baradaran Kazem-Zadeh 等
期刊名称：American Journal of Industrial and Business Management
印刷版ISSN：2164-5167
电子版ISSN：2164-5175
出版年度：2018
卷号：08
期号：03
页码：548-562
DOI：10.4236/ajibm.2018.83036
语种：English
出版社：Scientific Research Publishing
摘要：A generalization is considered on the standard Marvowitz mean-variance model, which includes some limitative limbs. These restrictions guarantee the investment in a certain number of assets and limit the amount of capital that must be invested in any asset (stock). When the Markovitz mean-variance model is considered, the basket selection problem is a quadratic programming problem. But if this model is generalized with limitations, then the basket selection problem will be transformed into a quadratic programming and numerical design. In this recent model, there is no algorithm and method that can solve the basket selection problem optimally. In this case, the use of the heuristic algorithm is essential. Here in this paper a special neural network model has been used. The Hopfield network has been used to optimize some of the other optimization problems and it is used to solve the portfolio selection problem.
关键词：Information Technology;Supply Chain;Integrity;Performance;Flexibility