| Article ID: | iaor200983 |
| Country: | Germany |
| Volume: | 12 |
| Issue: | 1 |
| Start Page Number: | 93 |
| End Page Number: | 103 |
| Publication Date: | Feb 2004 |
| Journal: | Central European Journal of Operations Research |
| Authors: | Watada Junzo, Watanabe Teruyuki |
| Keywords: | portfolio management |
It is important that the limited amount of investing funds should be efficiently allocated to many stocks so as to reduce its risk. So in this paper we propose a Meta-controlled Boltzmann machine to find the optimal combination of investing stocks not only in the sense of reducing its risk but also in the meaning of the decided number of selected stocks.