A rapidly converging artificial bee colony algorithm for portfolio optimization.
Tunchan CuraPublished in: Knowl. Based Syst. (2021)
Keyphrases
- artificial bee colony algorithm
- portfolio optimization
- portfolio selection
- problems involving
- factor analysis
- robust optimization
- particle swarm optimization algorithm
- stock market
- artificial bee colony
- hybrid algorithm
- risk management
- bi objective
- stock price
- optimization methods
- neural network
- stock exchange
- motif discovery
- swarm intelligence
- statistically significant
- short term
- multi objective
- genetic algorithm
- machine learning