TITLE:
Selection of Investment Basis Using Neural Networks in Stock Exchange
AUTHORS:
Ebrahim Kalani, Alireza Elhami, Reza Baradaran Kazem-Zadeh, Ehsan Kamrani
KEYWORDS:
Information Technology, Supply Chain, Integrity, Performance, Flexibility
JOURNAL NAME:
American Journal of Industrial and Business Management,
Vol.8 No.3,
March
20,
2018
ABSTRACT: 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.