Modified Bacterial Foraging Optimization for Constrained Portfolio Optimization
نویسندگان
چکیده
منابع مشابه
A Robust Knapsack Based Constrained Portfolio Optimization
Many portfolio optimization problems deal with allocation of assets which carry a relatively high market price. Therefore, it is necessary to determine the integer value of assets when we deal with portfolio optimization. In addition, one of the main concerns with most portfolio optimization is associated with the type of constraints considered in different models. In many cases, the resulted p...
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ژورنال
عنوان ژورنال: Information Technology Journal
سال: 2013
ISSN: 1812-5638
DOI: 10.3923/itj.2013.7918.7921