Markowitz-based portfolio selection with cardinality constraints using improved particle swarm optimization.
Guang-Feng DengWoo-Tsong LinChih-Chung LoPublished in: Expert Syst. Appl. (2012)
Keyphrases
- portfolio selection
- improved particle swarm optimization
- cardinality constraints
- portfolio optimization
- functional dependencies
- financial markets
- robust optimization
- multiple objectives
- entity relationship
- database schema
- deductive databases
- closed sets
- integrity constraints
- database design
- information systems
- inference rules
- fitness function
- genetic programming