Portfolio Selection by the Means of Cuckoo Optimization Algorithm
نویسندگان
چکیده
منابع مشابه
Portfolio Selection by the Means of Cuckoo Optimization Algorithm
Portfolio selection is one of the most important and vital decisions that a real or legal person, who invests in stock market should make. The main purpose of this paper is the determination of the optimal portfolio with regard to stock returns of companies, which are active in Tehran’s stock market. For achieving this purpose, annual statistics of companies’ stocks since Farvardin 1387 until E...
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The cuckoo search algorithm is a recently developedmeta-heuristic optimization algorithm, which is suitable forsolving optimization problems. To enhance the accuracy andconvergence rate of this algorithm, an improved cuckoo searchalgorithm is proposed in this paper. Normally, the parametersof the cuckoo search are kept constant. This may lead todecreasing the efficiency of the algorithm. To cop...
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ژورنال
عنوان ژورنال: International Journal on Computational Science & Applications
سال: 2015
ISSN: 2200-0011
DOI: 10.5121/ijcsa.2015.5304