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Squirrel search algorithm for portfolio optimization.
Mahdi Dhaini
Nashat Mansour
Published in:
Expert Syst. Appl. (2021)
Keyphrases
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portfolio optimization
search algorithm
portfolio selection
portfolio management
problems involving
stock market
factor analysis
optimization methods
risk management
robust optimization
search space
bi objective
stock exchange
stock price
tabu search
optimization problems
simulated annealing
multi objective