An Overview of New Generation Bio-Inspired Algorithms for Portfolio Optimization-Reference-Cited by-同舟云学术

An Overview of New Generation Bio-Inspired Algorithms for Portfolio Optimization

Published:2022 Issue: Volume: Page:207-224
ISSN:2509-7873
Container-title:Accounting, Finance, Sustainability, Governance & Fraud: Theory and Application
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Author:

Arslan Hilal^ORCID,Uğurlu Onur,Eliiyi Deniz Türsel

Publisher

Springer Nature Singapore

Link

https://link.springer.com/content/pdf/10.1007/978-981-16-8997-0_12

Reference87 articles.

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2. Almahdi, S., & Yang, S. (2019). A constrained portfolio trading system using Particle Swarm algorithm and recurrent reinforcement learning. Omega, 130, 145–156.

3. Bacanin, N., Tuba, M., & Pelevic, B. (2014). Constrained portfolio selection using Artificial Bee Colony (ABC) algorithm. International Journal of Mathematical Models and Methods in Applied Sciences, 8, 190–198.

4. Bangia, A., Diebold, F., & Schuerman, T. (1999). Modeling liquidity risk with implications for traditional market risk measurement and management. Journal of Banking Finance, 26, 445–474.

5. Bienstock, D. (1996). Computational study of a family of mixed-integer quadratic programming problems. Mathematical Programming, 74(2), 121–140.

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