Time-varying minimum-cost portfolio insurance under transaction costs problem via beetle antennae search algorithm (BAS) (Q2657311)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-varying minimum-cost portfolio insurance under transaction costs problem via beetle antennae search algorithm (BAS) |
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Time-varying minimum-cost portfolio insurance under transaction costs problem via beetle antennae search algorithm (BAS) (English)
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12 March 2021
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portfolio constrained optimization
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time-varying transaction costs
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time-varying nonlinear programming
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nature-inspired algorithms
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beetle search optimization
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