Binary Beetle Antennae Search Algorithm for Tangency Portfolio Diversification

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

BAS: Beetle Antennae Search Algorithm for Optimization Problems

Meta-heuristic algorithms have become very popular because of powerful performance on the optimization problem. A new algorithm called beetle antennae search algorithm (BAS) is proposed in the paper inspired by the searching behavior of longhorn beetles. The BAS algorithm imitates the function of antennae and the random walking mechanism of beetles in nature, and then two main steps of detectin...

متن کامل

Beetle Antennae Search without Parameter Tuning (BAS-WPT) for Multi-objective Optimization

Beetle antennae search (BAS) is an efficient metaheuristic algorithm inspired by foraging behaviors of beetles. This algorithm includes several parameters for tuning and the existing results are limited to solve single objective optimization. This work pushes forward the research on BAS by providing one variant that releases the tuning parameters and is able to handle multi-objective optimizati...

متن کامل

Diversification-driven tabu search for unconstrained binary quadratic problems

This paper describes a Diversification-Driven Tabu Search (D2TS) algorithm for solving unconstrained binary quadratic problems. D2TS is distinguished by the introduction of a perturbation-based diversification strategy guided by longterm memory. The performance of the proposed algorithm is assessed on the largest instances from theORLIB library (up to 2500 variables) as well as still larger ins...

متن کامل

Modified Binary Search Algorithm

This paper proposes a modification to the traditional binary search algorithm in which it checks the presence of the input element with the middle element of the given set of elements at each iteration. Modified binary search algorithm optimizes the worst case of the binary search algorithm by comparing the input element with the first & last element of the data set along with the middle elemen...

متن کامل

Portfolio Diversification in Europe

Have the euro and accompanying measures of financial integration had a discernable impact on the deree of diversification of European investors? This is an empirical question that this paper tries to answer by exploring four alternative avenues. First we focus on the final outcome: If European investors are indeed better diversified, their consumption should be increasingly correlated. Second w...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Journal of Modeling and Optimization

سال: 2021

ISSN: 1759-7676

DOI: 10.32732/jmo.2021.13.1.44