A hybrid approach to cardinality constraint portfolio selection problem based on nonlinear neural network and genetic algorithm

•In this work, Genetic Algorithm and Nonlinear Neural network are hybridized.•Mixed Integer Quadratic Optimization problem is solved by the hybridized approach.•The proposed hybrid approach overcomes the challenges of NP-hard problems.•Information Ratio, Sharpe Ratio, Sortino Ratio, Average Return c...

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