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Application of Artificial Bee Colony Algorithm to Portfolio Adjustment Problem with Transaction Costs.

Wei ChenHui MaYiping YangMengrong Sun
Published in: J. Appl. Math. (2014)
Keyphrases
  • transaction costs
  • artificial bee colony algorithm
  • portfolio management
  • evolutionary algorithm
  • scheduling problem
  • portfolio selection
  • neural network
  • co occurrence
  • linear programming
  • evolutionary computation