Large-Scale Portfolio Optimization Using Biogeography-Based Optimization
Author:
Affiliation:
1. Department of Mathematics, Faculty of Mathematics and Natural Sciences, Institut Teknologi Bandung, Ganesa Street No. 10, Bandung 40132, Indonesia
Abstract
Publisher
MDPI AG
Subject
Finance
Link
https://www.mdpi.com/2227-7072/11/4/125/pdf
Reference23 articles.
1. A global optimization problem in portfolio selection;Kane;Computational Management Science,2009
2. Heuristics for cardinality constrained portfolio optimisation;Chang;Computers & Operations Research,2000
3. Utilizing dependence among variables in evolutionary algorithms for mixed-integer programming: A case study on multi-objective constrained portfolio optimization;Chen;Swarm and Evolutionary Computation,2021
4. Erwin, Kyle, and Engelbrecht, Andries (2023). Multi-Guide Set-Based Particle Swarm Optimization for Multi-Objective Portfolio Optimization. Algorithms, 16.
5. Febrianti, Werry, Sidarto, Kuntjoro Adji, and Sumarti, Novriana (2022). Solving Constrained Mean-Variance Portfolio Optimization Problems Using Spiral Optimization Algorithm. International Journal of Financial Studies, 11.
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