Two Stage Portfolio Selection and Optimization Model with the Hybrid Particle Swarm Optimization
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: MATEMATIKA
سال: 2018
ISSN: 0127-9602,0127-8274
DOI: 10.11113/matematika.v34.n1.1001