Application of artificial bee colony algorithm to portfolio adjustment problem with transaction costs

DOI10.1155/2014/192868zbMath1437.91406OpenAlexW2075412632WikidataQ59050183 ScholiaQ59050183MaRDI QIDQ2336210

Hui Ma, Wei Chen, Mengrong Sun, Yi Ping Yang

Publication date: 19 November 2019

Published in: Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/192868

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Portfolio theory (91G10)

Related Items (2)

Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem ⋮ Two-stage fuzzy portfolio selection problem with transaction costs

Uses Software

• ABC

Cites Work

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