Solving Complex Cardinality Constrained Mean-Variance Portfolio Optimization Problems Using Hybrid HS and TLBO Algorithm
نویسندگان
چکیده
منابع مشابه
Firefly Algorithm for Cardinality Constrained Mean-Variance Portfolio Optimization Problem with Entropy Diversity Constraint
Portfolio optimization (selection) problem is an important and hard optimization problem that, with the addition of necessary realistic constraints, becomes computationally intractable. Nature-inspired metaheuristics are appropriate for solving such problems; however, literature review shows that there are very few applications of nature-inspired metaheuristics to portfolio optimization problem...
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ژورنال
عنوان ژورنال: ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH
سال: 2018
ISSN: 0424-267X,1842-3264
DOI: 10.24818/18423264/52.3.18.16