Swarm intelligence algorithms for portfolio optimization problems: Overview and recent advances
Y Chen, X Zhao, J Yuan - Mobile Information Systems, 2022 - Wiley Online Library
Due to the volatility and uncertainty of the financial market, investors often use the form of
portfolio to actively manage their assets. Portfolio optimization (PO) is becoming more and …
portfolio to actively manage their assets. Portfolio optimization (PO) is becoming more and …
A comprehensive survey of brain storm optimization algorithms
S Cheng, Y Sun, J Chen, Q Qin, X Chu… - 2017 IEEE Congress …, 2017 - ieeexplore.ieee.org
The development, implementation, variant, and future directions of a new swarm intelligence
algorithm, brain storm optimization (BSO) algorithm, are comprehensively surveyed. Brain …
algorithm, brain storm optimization (BSO) algorithm, are comprehensively surveyed. Brain …
A brain storm optimization approach for the cumulative capacitated vehicle routing problem
L Ke - Memetic Computing, 2018 - Springer
The cumulative capacitated vehicle routing problem (CCVRP) is a combinatorial
optimization problem which aims to minimize the sum of arrival times at customers. This …
optimization problem which aims to minimize the sum of arrival times at customers. This …
Past five years on strategies and applications in hybrid brain storm optimization algorithms: a review
D Simić, Z Banković, JR Villar… - Logic Journal of the …, 2024 - academic.oup.com
Optimization, in general, is regarded as the process of finding optimal values for the
variables of a given problem in order to minimize or maximize one or more objective function …
variables of a given problem in order to minimize or maximize one or more objective function …
An improved brain storm optimization with learning strategy
Abstract Brain Storm Optimization (BSO) algorithm is a brand-new and promising swarm
intelligence algorithm by mimicking human being's behavior of brainstorming. This paper …
intelligence algorithm by mimicking human being's behavior of brainstorming. This paper …
Modified Bacterial Foraging Optimization for Fuzzy Mean-Semivariance-Skewness Portfolio Selection
X Wu, A Gao, X Huang - … Conference, ICSI 2020, Belgrade, Serbia, July 14 …, 2020 - Springer
In this paper, a novel bacterial foraging optimization with decreasing chemotaxis step
combined with sine function is employed to solve a fuzzy portfolio optimization with a …
combined with sine function is employed to solve a fuzzy portfolio optimization with a …
Bacterial foraging optimization based on levy flight for fuzzy portfolio optimization
X Wu, T Zhou, Z Qiu - Advances in Swarm Intelligence: 11th International …, 2020 - Springer
In this paper, a new kind of bacterial foraging optimization that combines with levy flight
(LBFO) is employed to solve a novel portfolio optimization (PO) problem with fuzzy variables …
(LBFO) is employed to solve a novel portfolio optimization (PO) problem with fuzzy variables …