Particle swarm optimization with non-smooth penalty reformulation, for a complex portfolio selection problem (Q279051): Difference between revisions
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| Property / Mathematics Subject Classification ID: 91G10 / rank | |||
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| Property / Mathematics Subject Classification ID: 90C59 / rank | |||
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| Property / zbMATH DE Number: 6574481 / rank | |||
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portfolio selection | |||
| Property / zbMATH Keywords: portfolio selection / rank | |||
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coherent risk measure | |||
| Property / zbMATH Keywords: coherent risk measure / rank | |||
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fund management constraints | |||
| Property / zbMATH Keywords: fund management constraints / rank | |||
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NP-hard mathematical programming problem | |||
| Property / zbMATH Keywords: NP-hard mathematical programming problem / rank | |||
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particle swarm optimization | |||
| Property / zbMATH Keywords: particle swarm optimization / rank | |||
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exact penalty method | |||
| Property / zbMATH Keywords: exact penalty method / rank | |||
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SP100 index's assets | |||
| Property / zbMATH Keywords: SP100 index's assets / rank | |||
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| Property / OpenAlex ID: W3125231897 / rank | |||
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Revision as of 00:32, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Particle swarm optimization with non-smooth penalty reformulation, for a complex portfolio selection problem |
scientific article |
Statements
Particle swarm optimization with non-smooth penalty reformulation, for a complex portfolio selection problem (English)
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27 April 2016
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portfolio selection
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coherent risk measure
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fund management constraints
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NP-hard mathematical programming problem
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particle swarm optimization
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exact penalty method
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SP100 index's assets
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