A rapidly converging artificial bee colony algorithm for portfolio optimization

Author:

Cura TunchanORCID

Funder

Istanbul University

Publisher

Elsevier BV

Subject

Artificial Intelligence,Information Systems and Management,Management Information Systems,Software

Reference44 articles.

1. Portfolio selection;Harry;J. Finance,1952

2. An efficient hybrid metaheuristic algorithm for cardinality constrained portfolio optimization;Kalayci;Swarm Evol. Comput.,2020

3. Mean-absolute deviation portfolio optimization model and its applications to tokyo stock market;Hiroshi;Manage. Sci.,1991

4. An algorithm for portfolio selection in a frictional market;Liu;Appl. Math. Comput.,2006

5. Portfolio selection with transactions costs;Magill;J. Econ. Theory,1976

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