A Firefly Algorithm for Portfolio Optimization

DOI10.22342/jims.25.3.821.282-291zbMath1455.62201OpenAlexW2998686158MaRDI QIDQ5141991

Indana Lazulfa

Publication date: 29 December 2020

Published in: Journal of the Indonesian Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.22342/jims.25.3.821.282-291

zbMATH Keywords

portfolio optimizationmean-variancefirefly algorithmmulti-objective

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Multi-objective and goal programming (90C29) Portfolio theory (91G10)

Cites Work

• Simulated annealing for complex portfolio selection problems.
• Heuristics for cardinality constrained portfolio optimization
• An Exact Solution Approach for Portfolio Optimization Problems Under Stochastic and Integer Constraints
• Optimization Methods in Finance
• Unnamed Item

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