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
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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

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    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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