Portfolio Optimisation Using Ulimisana Optimisation Algorithm.
Tshifhiwa MaumelaFulufhelo V. NelwamondoTshilidzi MarwalaPublished in: CoDIT (2022)
Keyphrases
- optimisation algorithm
- optimisation problems
- ant colony
- ant colony optimisation
- decision making
- evolutionary computation
- portfolio management
- ant colony optimization
- ant colony algorithm
- portfolio selection
- genetic algorithm
- particle swarm optimisation
- portfolio optimization
- benchmark problems
- training data
- particle swarm
- evolutionary algorithm
- real time