Application of constrained spider monkey optimization to solve portfolio optimization problem
Year of publication: |
2019
|
---|---|
Authors: | Gupta, Kavita ; Deep, Kusum ; Nagar, Atulya |
Published in: |
Decision science in action : theory and applications of modern decision analytic optimisation. - Singapore : Springer, ISBN 981-13-0859-4. - 2019, p. 175-191
|
Subject: | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Theorie | Theory |
-
Triple-objective models for portfolio optimisation with symmetric and percentile risk measures
Sawik, Bartosz, (2016)
-
Optimal portfolios with stochastic interest rates and defaultable assets
Kraft, Holger, (2004)
-
Zenios, Stauros Andrea, (1995)
- More ...
-
Handbook of research on soft computing and nature-inspired algorithms
Shandilya, Shishir K., (2017)
-
Performance of sine-cosine algorithm on large-scale optimization problems
Pal, Puneet Kumar, (2019)
-
Shandilya, Smita, (2016)
- More ...