Portfolio optimization using improved artificial bee colony approach.
Angela Hsiang-Ling ChenYun-Chia LiangChia-Chien LiuPublished in: CIFEr (2013)
Keyphrases
- portfolio optimization
- artificial bee colony
- optimization algorithm
- multi objective
- swarm intelligence
- artificial bee colony algorithm
- genetic algorithm ga
- portfolio selection
- bi objective
- differential evolution
- problems involving
- risk management
- multiobjective optimization
- robust optimization
- factor analysis
- portfolio management
- combinatorial optimization
- optimization methods
- stock market
- control parameters
- stock exchange
- linear programming
- stock price
- evolutionary algorithm