A constrained consensus based optimization algorithm and its application to finance (Q2060189)
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scientific article; zbMATH DE number 7442821
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A constrained consensus based optimization algorithm and its application to finance |
scientific article; zbMATH DE number 7442821 |
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A constrained consensus based optimization algorithm and its application to finance (English)
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13 December 2021
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consensus based optimization
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portfolio selection
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Mean-variance model
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