A survey of swarm intelligence for portfolio optimization: Algorithms and applications

O Ertenlice, CB Kalayci - Swarm and evolutionary computation, 2018 - Elsevier
In portfolio optimization (PO), often, a risk measure is an objective to be minimized or an
efficient frontier representing the best tradeoff between return and risk is sought. In order to …

A survey of swarm intelligence for portfolio optimization: Algorithms and applications

Ö Ertenlice, CB Kalayci - Swarm and Evolutionary Computation, 2018 - gcris.pau.edu.tr
In portfolio optimization (PO), often, a risk measure is an objective to be minimized or an
efficient frontier representing the best tradeoff between return and risk is sought. In order to …

A survey of swarm intelligence for portfolio optimization: Algorithms and applications

O Ertenlice, CB Kalayci - 2018 - aperta.ulakbim.gov.tr
In portfolio optimization (PO), often, a risk measure is an objective to be minimized or an
efficient frontier representing the best tradeoff between return and risk is sought. In order to …

A survey of swarm intelligence for portfolio optimization: Algorithms and applications

O Ertenlice, CB Kalayci - 2018 - aperta.ulakbim.gov.tr
In portfolio optimization (PO), often, a risk measure is an objective to be minimized or an
efficient frontier representing the best tradeoff between return and risk is sought. In order to …