A novel hybrid PSO-based metaheuristic for costly portfolio selection problems.
Marco CorazzaGiacomo di TolloGiovanni FasanoRaffaele PesentiPublished in: Ann. Oper. Res. (2021)
Keyphrases
- metaheuristic
- optimization problems
- portfolio selection
- combinatorial optimization
- ant colony optimization
- simulated annealing
- tabu search
- particle swarm optimization
- evolutionary algorithm
- optimal solution
- genetic algorithm
- search space
- particle swarm optimization pso
- robust optimization
- scatter search
- iterated local search
- pso algorithm
- benchmark instances