Ant Colony Optimization for Markowitz Mean-Variance Portfolio Model.

Guang-Feng Deng Woo-Tsong Lin

Published in: SEMCCO (2010)

Keyphrases

ant colony optimization
portfolio selection
mathematical model
portfolio optimization
metaheuristic
swarm intelligence
particle swarm optimization
genetic algorithm
neural network
cost function
optimization algorithm
traveling salesman problem
parameter space
ant colony
artificial immune system