Amirmehdi Mirshahvalad
Ph.D. Student in Finance, Finance and management Department, University of Tehran, Aras International Campus, Tehran, Iran (Corresponding Author)
[ 1 ] - Comparison of the Accuracy of Black Hole Algorithms and Gravitational Research and the Hybrid Method in Portfolio Optimization
The main purpose of this research is portfolio optimization in Tehran securities exchange using the black hole algorithm and the Gravitational Research algorithm. We also propose an algorithm named Hybrid Algorithm which combines the two algorithms above to cover the weaknesses of these two algorithms. Finally we compare the results with the Markowitz model and choose the optimal algorithm.<br ...
نویسندگان همکار