A hybrid level-based learning swarm algorithm with mutation operator for solving large-scale cardinality-constrained portfolio optimization problems (Q6127878)
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scientific article; zbMATH DE number 7832110
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A hybrid level-based learning swarm algorithm with mutation operator for solving large-scale cardinality-constrained portfolio optimization problems |
scientific article; zbMATH DE number 7832110 |
Statements
A hybrid level-based learning swarm algorithm with mutation operator for solving large-scale cardinality-constrained portfolio optimization problems (English)
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14 April 2024
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level-based learning swarm optimizer (LLSO)
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hybrid constraint-handling technique
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modified Sharpe ratio
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large-scale portfolio optimization
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