Hybrid Enhanced Binary Honey Badger Algorithm with Quadratic Programming for Cardinality Constrained Portfolio Optimization

DOI10.1142/S0129054122420151MaRDI QIDQ6169946zbMATH OpenOpenAlexWikidataFDO

Authors

Publication date 15 August 2023

Published in International Journal of Foundations of Computer Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0129054122420151

zbMATH Keywords

quadratic programmingmetaheuristicsportfolio optimizationcardinality constrained portfolio selectionbinary honey badger algorithm

Mathematics Subject Classification ID

Quadratic programming (90C20) Approximation methods and heuristics in mathematical programming (90C59) Portfolio theory (91G10)

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Cites work

• A local relaxation method for the cardinality constrained portfolio optimization problem
• Asymptotic Laplacian-energy-like invariant of lattices
• Cardinality-constrained portfolio selection based on collaborative neurodynamic optimization
• Heuristics for cardinality constrained portfolio optimization
• Honey badger algorithm: new metaheuristic algorithm for solving optimization problems
• OPTIMAL LOT SOLUTION TO CARDINALITY CONSTRAINED MEAN–VARIANCE FORMULATION FOR PORTFOLIO SELECTION
• On the generalized adjacency, Laplacian and signless Laplacian spectra of the weighted edge corona networks
• Optimal cardinality constrained portfolio selection
• Particle swarm optimization approach to portfolio optimization
• Portfolio selection using neural networks
• Solving cardinality constrained mean-variance portfolio problems via MILP
• The Hosoya index of graphs formed by a fractal graph

Cited in

(1)

• A hybrid level-based learning swarm algorithm with mutation operator for solving large-scale cardinality-constrained portfolio optimization problems

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