Particle swarm optimization with non-smooth penalty reformulation, for a complex portfolio selection problem (Q279051)
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scientific article; zbMATH DE number 6574481
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Particle swarm optimization with non-smooth penalty reformulation, for a complex portfolio selection problem |
scientific article; zbMATH DE number 6574481 |
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Particle swarm optimization with non-smooth penalty reformulation, for a complex portfolio selection problem (English)
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27 April 2016
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portfolio selection
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coherent risk measure
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fund management constraints
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NP-hard mathematical programming problem
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particle swarm optimization
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exact penalty method
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SP100 index's assets
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