An artificial bee colony algorithm with feasibility enforcement and infeasibility toleration procedures for cardinality constrained portfolio optimization.
Can Berk KalayciOkkes ErtenliceHasan AkyerHakan AygorenPublished in: Expert Syst. Appl. (2017)
Keyphrases
- artificial bee colony algorithm
- portfolio optimization
- portfolio selection
- robust optimization
- problems involving
- factor analysis
- risk management
- stock market
- hybrid algorithm
- artificial bee colony
- particle swarm optimization algorithm
- optimization methods
- bi objective
- stock exchange
- artificial neural networks
- artificial intelligence
- expert systems