Solving Portfolio Optimization Problem for Long-term Stocks Investment using Ant Colony Optimization
Author:
Affiliation:
1. Chaopraya University, Thailand
2. Faculty of Applied Science, KMUTNB, Thailand
Funder
Faculty of Applied Science, King Mongkut?s University of Technology North Bangkok
Publisher
ACM
Link
https://dl.acm.org/doi/pdf/10.1145/3654522.3654587
Reference12 articles.
1. Abolgasem Esmaeily and Felix Loge. 2022. Portfolio Optimization Problems with Cardinality Constraints (Dissertation). Retrieved November 23, 2023 from https://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-330794
2. Portfolio Construction Through Mixed-Integer Programming at Grantham, Mayo, Van Otterloo and Company
3. Portfolio optimization in district heating: Merit order or mixed integer linear programming?
4. Man-Chung Chan, Chi-Cheong Wong, Bernard K-S Cheung, and Gordon Y-N Tang. 2002. Genetic algorithms in multi-stage portfolio optimization system. In Proceedings of the eighth International Conference of the Society for Computational Economics, Computing in Economics and Finance, Aix-en-Provence, France.
5. A Genetic Algorithm (GA) Approach to the Portfolio Design Based on Market Movements and Asset Valuations
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