Portfolio optimization using Laplacian biogeography based optimization
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Publication:2009199
DOI10.1007/S12597-019-00400-4zbMATH Open1470.91241OpenAlexW2966604277MaRDI QIDQ2009199FDOQ2009199
Authors: Vanita Garg, Kusum Deep 
Publication date: 27 November 2019
Published in: Opsearch (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s12597-019-00400-4
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Cites Work
- An efficient constraint handling method for genetic algorithms
- A new crossover operator for real coded genetic algorithms
- An exact solution approach for portfolio optimization problems under stochastic and integer constraints
- Fuzzy portfolio optimization. Advances in hybrid multi-criteria methodologies
- Semi-absolute deviation rule for mutual funds portfolio selection
- Solving norm constrained portfolio optimization via coordinate-wise descent algorithms
Cited In (4)
- Evolution based Hopfield neural network with wavelet based filter for complex-constrained portfolio optimization
- Biogeography-based optimization of the portfolio optimization problem with second order stochastic dominance constraints
- Application of constrained spider monkey optimization to solve portfolio optimization problem
- A multi-objective firefly algorithm for practical portfolio optimization problem
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