A computation approach based PSO for optimal portfolio

zbMATH Open1141.91469MaRDI QIDQ5432811FDOQ5432811

Zhongxing Ye, Xuefeng Wang

Publication date: 18 December 2007

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zbMATH Keywords

simulated annealingparticle swarm optimizationoptimal portfolio

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59)

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