Application of constrained spider monkey optimization to solve portfolio optimization problem (Q4613896)
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scientific article; zbMATH DE number 7006904
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Application of constrained spider monkey optimization to solve portfolio optimization problem |
scientific article; zbMATH DE number 7006904 |
Statements
Application of Constrained Spider Monkey Optimization to Solve Portfolio Optimization Problem (English)
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25 January 2019
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constrained spider monkey optimization
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portfolio optimization
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metaheuristics
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Markowitz model
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0.7750088572502136
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0.7615617513656616
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0.7602534294128418
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0.7436879873275757
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