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

DOI10.1142/S0129054122420151zbMATH Open1529.91065OpenAlexW4293568616WikidataQ114073262 ScholiaQ114073262MaRDI QIDQ6169946FDOQ6169946

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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

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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)

Cites Work

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

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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