Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem
type: Item
instance of: scholarly article
title: Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem
zbMATH Open document ID: 1400.90323
author: Wei Chen
published in: Physica A
publication date: 2018-11-13T00:00:00Z
Mathematics Subject Classification ID: 90C90
Mathematics Subject Classification ID: 90C70
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 6977098
zbMATH Keywords: fuzzy portfolio optimization
zbMATH Keywords: semiabsolute deviation
zbMATH Keywords: cardinality constraint
zbMATH Keywords: artificial bee colony algorithm
zbMATH Keywords: heuristics
describes a project that uses: Portfolio Safeguard
describes a project that uses: ABC
MaRDI profile type: Publication
full work available at URL: j.physa.2015.02.060
OpenAlex ID: W2065634150
cites work: Variance vs downside risk: Is there really that much difference?
cites work: Safety First and the Holding of Assets
cites work: From stochastic dominance to mean-risk models: Semideviations as risk measures
cites work: A minimax portfolio selection rule with linear programming solution
cites work: The returns and risks of investment portfolio in a financial market
cites work: Twenty years of linear programming based portfolio optimization
cites work: Lagrangian relaxation procedure for cardinality-constrained portfolio optimization
cites work: Heuristics for cardinality constrained portfolio optimization
cites work: An MCDM approach to portfolio optimization.
cites work: A portfolio optimization model with three objectives and discrete variables
cites work: Pareto ant colony optimization: a metaheuristic approach to multiobjective portfolio selection
cites work: Portfolio selection using neural networks
cites work: Particle swarm optimization approach to portfolio optimization
cites work: Differential evolution and combinatorial search for constrained index-tracking
cites work: Portfolio selection based on upper and lower exponential possibility distributions
cites work: A possibilistic approach to selecting portfolios with highest utility score
cites work: Fuzzy portfolio optimization under downside risk measures
cites work: Fuzzy portfolio selection problem with different borrowing and lending rates
cites work: Moments and semi-moments for fuzzy portfolio selection
cites work: Fuzzy portfolio model with different investor risk attitudes
cites work: A class of possibilistic portfolio selection model with interval coefficients and its application
cites work: Genetic algorithms for portfolio selection problems with minimum transaction lots
cites work: A multi-objective genetic algorithm for cardinality constrained fuzzy portfolio selection
cites work: Multiobjective expected value model for portfolio selection in fuzzy environment
cites work: A new fuzzy programming approach for multi-period portfolio optimization with return demand and risk control
cites work: A multi-period fuzzy portfolio optimization model with minimum transaction lots
cites work: A powerful and efficient algorithm for numerical function optimization: artificial bee colony (ABC) algorithm
cites work: A comparative study of artificial bee colony algorithm
cites work: An integrated portfolio optimisation procedure based on data envelopment analysis, artificial bee colony algorithm and genetic programming
cites work: Application of artificial bee colony algorithm to portfolio adjustment problem with transaction costs
cites work: Portfolio optimization with linear and fixed transaction costs
cites work: Uncertainty theory
cites work: On possibilistic mean value and variance of fuzzy numbers
cites work: An improved particle swarm optimization with double-bottom chaotic maps for numerical optimization
cites work: Chaos embedded particle swarm optimization algorithms
cites work: Chaos-enhanced accelerated particle swarm optimization
cites work: Gbest-guided artificial bee colony algorithm for numerical function optimization
cites work: An efficient and robust artificial bee colony algorithm for numerical optimization
cites work: A global best artificial bee colony algorithm for global optimization
DOI: 10.1016/J.PHYSA.2015.02.060
description: scientific article; zbMATH DE number 6977098