SOLVING CARDINALITY CONSTRAINED PORTFOLIO OPTIMIZATION PROBLEM BY BINARY PARTICLE SWARM OPTIMIZATION ALGORITHM
نویسندگان
چکیده
منابع مشابه
Solving Cardinality Constrained Portfolio Optimization Problem by Binary Particle Swarm Optimization Algorithm
Mathematical programming methods dominate in the portfolio optimization problems, but they cannot be used if we introduce a constraint limiting the number of different assets included in the portfolio. To solve this model some of the heuristics methods (such as genetic algorithm, neural networks and particle swarm optimization algorithm) must be used. In this paper we utilize binary particle sw...
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ژورنال
عنوان ژورنال: Acta academica karviniensia
سال: 2011
ISSN: 1212-415X,2533-7610
DOI: 10.25142/aak.2011.043