A constrained consensus based optimization algorithm and its application to finance (Q2060189)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A constrained consensus based optimization algorithm and its application to finance |
scientific article; zbMATH DE number 7442821
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A constrained consensus based optimization algorithm and its application to finance |
scientific article; zbMATH DE number 7442821 |
Statements
A constrained consensus based optimization algorithm and its application to finance (English)
0 references
13 December 2021
0 references
consensus based optimization
0 references
portfolio selection
0 references
Mean-variance model
0 references
0 references
0 references
0 references
0.800262451171875
0 references
0.7477744817733765
0 references
0.7442240715026855
0 references
0.7402862310409546
0 references
0.7363229393959045
0 references
