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Penalty ADM Algorithm for Cardinality Constrained Mean-Absolute Deviation Portfolio Optimization
(
International Academic Press
, 2022 , Article)
In this paper, we study the cardinality constrained mean-absolute deviation portfolio optimization problem with risk-neutral interest rate and short-selling. We enhance the model by adding extra constraints to avoid investing ...
Hermite-Hadamard type integral inequalities for multidimensional general h-harmonic preinvex stochastic processes
(
Taylor and Francis Ltd.
, 2022 , Article)
In this paper, we introduce a new concept of preinvex functions which is called general h-harmonic preinvex for real-valued stochastic processes. Further, we define the multidimensional general h-harmonic preinvex stochastic ...
On strongly generalized convex stochastic processes
(
Taylor and Francis Ltd.
, 2022 , Article)
In this paper, we introduce the notion of strongly generalized convex functions which is called as strongly η-convex stochastic processes. We prove the Hermite-Hadamard, Ostrowski type inequality, and obtain some important ...