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Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem - MaRDI portal

Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem (Q1618411)

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scientific article; zbMATH DE number 6977098
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English
Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem
scientific article; zbMATH DE number 6977098

    Statements

    Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem (English)
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    13 November 2018
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    fuzzy portfolio optimization
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    semiabsolute deviation
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    cardinality constraint
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    artificial bee colony algorithm
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    heuristics
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