A constrained consensus based optimization algorithm and its application to finance (Q2060189): Difference between revisions

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Revision as of 06:43, 5 March 2024

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A constrained consensus based optimization algorithm and its application to finance
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    A constrained consensus based optimization algorithm and its application to finance (English)
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    13 December 2021
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    consensus based optimization
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    portfolio selection
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    Mean-variance model
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