Optimization of blockchain investment portfolio under artificial bee colony algorithm

DOI10.1016/J.CAM.2020.113199MaRDI QIDQ2222141zbMATH OpenOpenAlexFDO

Authors Yu-Lin Deng, Hongfeng Xu, J. Wu

Publication date 3 February 2021

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2020.113199

zbMATH Keywords

artificial bee colony algorithminvestment portfolioinvestment riskblockchain technology

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Portfolio theory (91G10)

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Cites work

• An effective co-evolutionary artificial bee colony algorithm for steelmaking-continuous casting scheduling
• Expected value multiobjective portfolio rebalancing model with fuzzy parameters
• Portfolio optimization under loss aversion
• Speed optimizations in bitcoin key recovery attacks
• The two-step problem of investment portfolio selection from two risk assets via the probability criterion

Cited in

(1)

• Analysis of earnings forecast of blockchain financial products based on particle swarm optimization

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