Markowitz-based portfolio selection with cardinality constraints using improved particle swarm optimization
Author:
Publisher
Elsevier BV
Subject
Artificial Intelligence,Computer Science Applications,General Engineering
Reference22 articles.
1. Improved particle swarm algorithms for global optimization;Ali;Applied Mathematics and Computation,2008
2. Heuristics for cardinality constrained portfolio optimisation;Chang;Computers & Operations Research,2000
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4. Particle swarm optimization;Clerc,2006
5. The particle swarm – Explosion, stability, and convergence in a multidimensional complex space;Clerc;IEEE Transactions on Evolutionary Computation,2002
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