Hybrid Local Search for Constrained Financial Portfolio Selection Problems

DOI10.1007/978-3-540-72397-4_4zbMath1214.91098OpenAlexW1710427750MaRDI QIDQ3612406

Giacomo di Tollo, Luca Di Gaspero, Andrea Schaerf, Andrea Roli

Publication date: 10 March 2009

Published in: Integration of AI and OR Techniques in Constraint Programming for Combinatorial Optimization Problems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-540-72397-4_4

Mathematics Subject Classification ID

Quadratic programming (90C20) Approximation methods and heuristics in mathematical programming (90C59) Problem solving in the context of artificial intelligence (heuristics, search strategies, etc.) (68T20) Portfolio theory (91G10)

Related Items (3)

A new method for mean-variance portfolio optimization with cardinality constraints ⋮ Complex portfolio selection via convex mixed‐integer quadratic programming: a survey ⋮ Linear vs. quadratic portfolio selection models with hard real-world constraints

Uses Software

• EasyLocal++

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