A global optimization problem in portfolio selection.
Mike C. Bartholomew-BiggsS. J. KanePublished in: Comput. Manag. Sci. (2009)
Keyphrases
- global optimization
- portfolio selection
- portfolio optimization
- portfolio management
- ant colony algorithm
- global solution
- particle swarm optimization
- robust optimization
- financial markets
- constrained global optimization
- global search
- pso algorithm
- multiple objectives
- search algorithm
- objective function
- image completion
- genetic algorithm