A multi-objective firefly algorithm for practical portfolio optimization problem
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Cites work
- An exact solution approach for portfolio optimization problems under stochastic and integer constraints
- Heuristics for cardinality constrained portfolio optimization
- scientific article; zbMATH DE number 194544 (Why is no real title available?)
- Optimization Methods in Finance
- Simulated annealing for complex portfolio selection problems.
Cited in
(4)- 2-phase NSGA II: an optimized reward and risk measurements algorithm in portfolio optimization
- Multi-objective portfolio optimization considering the dependence structure of asset returns
- Application of constrained spider monkey optimization to solve portfolio optimization problem
- An effective decision-based genetic algorithm approach to multiobjective portfolio optimization problem
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