Dynamically Weighted Continuous Ant Colony Optimization for Bi-Objective Portfolio Selection Using Value-at-Risk.
Modjtaba KhalidjiMohammad ZeiaeeAli TaeiMohammad Reza Jahed-MotlaghHamid KhaloozadehPublished in: Asia International Conference on Modelling and Simulation (2009)
Keyphrases
- bi objective
- ant colony optimization
- portfolio optimization
- portfolio selection
- portfolio management
- metaheuristic
- ant colony
- traveling salesman problem
- swarm intelligence
- particle swarm optimization
- combinatorial optimization problems
- aco algorithm
- nature inspired
- multiple objectives
- genetic algorithm
- optimal portfolio
- ant colonies
- financial markets
- aco algorithms
- efficient solutions
- multi objective
- risk management
- artificial ants
- robust optimization