A constrained swarm optimization algorithm for large-scale long-run investments using Sharpe ratio-based performance measures (Q6149571): Difference between revisions
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Revision as of 09:46, 30 July 2024
scientific article; zbMATH DE number 7800181
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A constrained swarm optimization algorithm for large-scale long-run investments using Sharpe ratio-based performance measures |
scientific article; zbMATH DE number 7800181 |
Statements
A constrained swarm optimization algorithm for large-scale long-run investments using Sharpe ratio-based performance measures (English)
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6 February 2024
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multi-moment portfolio management
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Sharpe ratio
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large-scale optimization
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dynamic level-based learning swarm optimizer
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hybrid constraint-handling
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