Optimization of blockchain investment portfolio under artificial bee colony algorithm

DOI10.1016/J.CAM.2020.113199zbMATH Open1457.91339OpenAlexW3086121787MaRDI QIDQ2222141FDOQ2222141

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

Recommendations

• Research on portfolios optimization algorithm of artificial fish swarm based on adaptive uniform mutation
• The risk of block chain financial market based on particle swarm optimization
• scientific article; zbMATH DE number 1069099
• Optimization of risk control in financial markets based on particle swarm optimization algorithm
• Solving multi-objective portfolio optimization problem for Saudi Arabia stock market using hybrid clonal selection and particle swarm optimization

zbMATH Keywords

artificial bee colony algorithminvestment portfolioinvestment riskblockchain technology

Mathematics Subject Classification ID

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

Cites Work

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

Cited In (1)

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

This page was built for publication: Optimization of blockchain investment portfolio under artificial bee colony algorithm

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2222141)