A Mayfly algorithm for cardinality constrained portfolio optimization-Reference-Cited by-同舟云学术

A Mayfly algorithm for cardinality constrained portfolio optimization

Published:2023-11 Issue: Volume:230 Page:120656
ISSN:0957-4174
Container-title:Expert Systems with Applications
language:en
Short-container-title:Expert Systems with Applications

Author:

Zheng Xuanyu^ORCID,Zhang Changsheng^ORCID,Zhang Bin

Publisher

Elsevier BV

Subject

Artificial Intelligence,Computer Science Applications,General Engineering

Reference87 articles.

1. A parallel variable neighborhood search algorithm with quadratic programming for cardinality constrained portfolio optimization;Akbay;Knowledge-Based Systems,2020

2. The mean–variance cardinality constrained portfolio optimization problem: An experimental evaluation of five multiobjective evolutionary algorithms;Anagnostopoulos;Expert Systems with Applications,2011

3. Fireworks algorithm applied to constrained portfolio optimization problem;Bacanin,2015

4. A GRASP based solution approach to solve cardinality constrained portfolio optimization problems;Baykasoğlu;Computers & Industrial Engineering,2015

5. Computational study of a family of mixed-integer quadratic programming problems;Bienstock;Mathematical Programming,1996

Cited by 4 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Multi-objective optimization of reactive power dispatch problem using fuzzy tuned mayfly algorithm;Expert Systems with Applications;2024-09

2. A Hybrid Algorithm-Based Comparative Analysis of a Newly Designed Tool Holder During the Machining of Hastelloy-B3 with MQL;Arabian Journal for Science and Engineering;2024-06-24

3. A Self-adaptive Step-size Search Algorithm for the Cardinality Constrained Portfolio Optimisation Problem;2024 20th IEEE International Colloquium on Signal Processing & Its Applications (CSPA);2024-03-01

4. Human Dance Posture Detection Based on Improved Mayfly Algorithm;Applied Mathematics and Nonlinear Sciences;2024-01-01