Portfolio optimization using novel co-variance guided Artificial Bee Colony algorithm.
Divya KumarK. K. MishraPublished in: Swarm Evol. Comput. (2017)
Keyphrases
- artificial bee colony algorithm
- portfolio optimization
- portfolio selection
- factor analysis
- problems involving
- particle swarm optimization algorithm
- stock market
- risk management
- hybrid algorithm
- robust optimization
- bi objective
- stock price
- artificial bee colony
- stock exchange
- optimization methods
- motif discovery
- multiple objectives
- evolutionary algorithm
- solution quality
- cluster analysis
- optimization algorithm
- scheduling problem