Using Quadratic Interpolated Beetle Antennae Search for Higher Dimensional Portfolio Selection Under Cardinality Constraints
Author:
Publisher
Springer Science and Business Media LLC
Subject
Computer Science Applications,Economics, Econometrics and Finance (miscellaneous)
Link
https://link.springer.com/content/pdf/10.1007/s10614-022-10303-0.pdf
Reference51 articles.
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3. Bian, B., Chen, X., Dai, M., & Qian, S. (2019). Penalty method for portfolio selection with capital gains tax. Available at SSRN 3441553.
4. Chang, T.-J., Meade, N., Beasley, J. E., & Sharaiha, Y. M. (2000). Heuristics for cardinality constrained portfolio optimisation. Computers & Operations Research, 27(13), 1271–1302.
5. Cheng, L., Liu, W., Yang, C., Huang, T., Hou, Z.-G., & Tan, M. (2017). A neural-network-based controller for piezoelectric-actuated stick-slip devices. IEEE Transactions on Industrial Electronics, 65(3), 2598–2607.
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