Pinned Repositories
TV-BLPONC
Time-Varying Black-Litterman Portfolio Optimization under Nonlinear Constraints
CTMVPO
Continuous-Time Mean-Variance Portfolio Optimization
TMCPI
Time-Varying Minimum-Cost Portfolio Insurance
WASD-PFN
A speedy WASD based PFN for solving time-series modeling and forecasting problems.
BMPS
Binary Markowitz-based portfolio selection under cardinality constraint
CTBLPO
Continuous-Time Black-Litterman Portfolio Optimization
TV-MVPSTC-CC
Time-Varying Mean-Variance Portfolio Selection under Transaction Costs and Cardinality Constraint
BIWASDNN
Feedback Control Systems Stabilization Using a BIWASDNN
ORPIT
Option Replication and Portfolio Insurance Toolbox
2I-WASDBN
A WASD based neuronet model for stabilizing the stochastic exchange rate through central bank interventions
SDMourtas's Repositories
SDMourtas/BWASD
A Bio-inspired Neural Network for Loan Approval Classification
SDMourtas/BWASDC
A bio-inspired WASD neural network for multiclass classification
SDMourtas/MWASDT
A multi-function activated WASD for time-series
SDMourtas/MI-FUZWASDN
Multi-Input FUZWASD Neuronet
SDMourtas/2I-WASDBN
A WASD based neuronet model for stabilizing the stochastic exchange rate through central bank interventions
SDMourtas/MI-WASDTSN
SDMourtas/CTMVPO
Continuous-Time Mean-Variance Portfolio Optimization
SDMourtas/TMCPI
Time-Varying Minimum-Cost Portfolio Insurance
SDMourtas/WASDMC
WASD-based neural network for multiclass classification
SDMourtas/DATA
SDMourtas/MMA-WASDN
SDMourtas/MI-BASWASDN
SDMourtas/TV-TPNC
Time-Varying Tangency Portfolio under Nonlinear Constraints through SIBAS Algorithm
SDMourtas/BIWASDNN
Feedback Control Systems Stabilization Using a BIWASDNN
SDMourtas/MAWTSNN
Multi-function activated WASD for time-series Neural Network
SDMourtas/CTBLPO
Continuous-Time Black-Litterman Portfolio Optimization
SDMourtas/TV-BLPONC
Time-Varying Black-Litterman Portfolio Optimization under Nonlinear Constraints
SDMourtas/WASD-PFN
A speedy WASD based PFN for solving time-series modeling and forecasting problems.
SDMourtas/BMPS
Binary Markowitz-based portfolio selection under cardinality constraint
SDMourtas/ORPIT
Option Replication and Portfolio Insurance Toolbox
SDMourtas/TV-MVPSTC-CC
Time-Varying Mean-Variance Portfolio Selection under Transaction Costs and Cardinality Constraint