Portfolio Optimization Using Particle Swarm Optimization And Genetic Algorithm
نویسندگان
چکیده
منابع مشابه
portfolio optimization using particle swarm optimization method
the markowitz’s optimization problem is considered as a standard quadratic programming problem that has exact mathematical solutions. considering real world limits and conditions, the portfolio optimization problem is a mixed quadratic and integer programming problem for which efficient algorithms do not exist. therefore, the use of meta-heuristic methods such as neural networks and evolutionar...
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ژورنال
عنوان ژورنال: Journal of Mathematics and Computer Science
سال: 2014
ISSN: 2008-949X
DOI: 10.22436/jmcs.010.02.01