Using Quadratic Interpolated Beetle Antennae Search for higher dimensional portfolio selection under cardinality constraints
Year of publication: |
2023
|
---|---|
Authors: | Khan, Ameer Tamoor ; Cao, Xinwei ; Li, Shuai |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 62.2023, 4, p. 1413-1435
|
Subject: | Beetle antennae search | Meta-heuristic algorithm | Portfolio selection | Quadratic interpolation | Stochastic algorithm | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Algorithmus | Algorithm |
-
Mohammadi, Iman, (2023)
-
Moorthy, V., (2015)
-
Cecen, Ramazan Kursat, (2021)
- More ...
-
Time-varying mean-variance portfolio selection problem solving via LVI-PDNN
Katsikis, Vasilios N., (2022)
-
Katsikis, Vasilios N., (2021)
-
Understanding the spatial disparities and vulnerability of population aging in China
Cheng, Yang, (2018)
- More ...