Moraes, Marcelo Botelho da Costa; Nagano, Marcelo Seido - In: Economic Modelling 39 (2014) C, pp. 1-7
This work aimed to apply genetic algorithms (GA) and particle swarm optimization (PSO) in cash balance management using multiple asset investments. This problem consists of a stochastic model that does not define a single ideal point for cash balance, but an oscillation range between a lower...