Constrained Portfolio Selection using Particle Swarm Optimization-Reference-Cited by-同舟云学术

Constrained Portfolio Selection using Particle Swarm Optimization

Published:2011-07 Issue:7 Volume:38 Page:8327-8335
ISSN:0957-4174
Container-title:Expert Systems with Applications
language:en
Short-container-title:Expert Systems with Applications

Author:

Golmakani Hamid Reza,Fazel Mehrshad

Publisher

Elsevier BV

Subject

Artificial Intelligence,Computer Science Applications,General Engineering

Reference30 articles.

1. Busetti, F. R. (2000). Metaheuristic approaches to realistic portfolio optimisation. MS Degree Dissertation, University of South Africa.

2. Heuristics for cardinality constrained portfolio optimisation;Chang;Computers & Operations Research,2000

3. A comparison of constraint-handling methods for the application of Particle Swarm Optimization to constrained nonlinear optimization problems;Coath,2003

4. Handling multiple objectives with Particle Swarm Optimization;Coello Coello;Transactions on Evolutionary Computation,2004

5. Simulated annealing for complex portfolio selection problems;Crama;European Journal of Operational Research,2003

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