Application of constrained spider monkey optimization to solve portfolio optimization problem

DOI10.1007/978-981-13-0860-4_13MaRDI QIDQ4613896zbMATH OpenOpenAlexFDO

Authors Kavita Gupta, Kusum Deep, Atulya K. Nagar

Publication date 25 January 2019

Published in Decision Science in Action (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-981-13-0860-4_13

zbMATH Keywords

constrained spider monkey optimizationMarkowitz modelmetaheuristicsportfolio optimization

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to game theory, economics, and finance (91-04) Portfolio theory (91G10) Optimal stochastic control (93E20)

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Cites work

• An efficient constraint handling method for genetic algorithms
• Fuzzy portfolio optimization. Advances in hybrid multi-criteria methodologies
• Particle swarm optimization approach to portfolio optimization

Cited in

(1)

• Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem

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