Firefly Algorithm for Cardinality Constrained Mean-Variance Portfolio Optimization Problem with Entropy Diversity Constraint

Portfolio optimization (selection) problem is an important and hard optimization problem that, with the addition of necessary realistic constraints, becomes computationally intractable. Nature-inspired metaheuristics are appropriate for solving such problems; however, literature review shows that th...

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Detalles Bibliográficos
Autores principales: Bacanin, Nebojsa, Tuba, Milan
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Hindawi Publishing Corporation 2014
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4060745/
https://www.ncbi.nlm.nih.gov/pubmed/24991645
http://dx.doi.org/10.1155/2014/721521

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4060745/
https://www.ncbi.nlm.nih.gov/pubmed/24991645
http://dx.doi.org/10.1155/2014/721521

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