Meta-heuristics for portfolio optimization

HIGHLIGHTS

  • who: Kyle Erwin from the Computer Science Division, Stellenbosch University, Stellenbosch, South Africa have published the research: Meta-heuristics for portfolio optimization, in the Journal: (JOURNAL)
  • what: The work, which spans decades, has mostly focused on single-objective constrained portfolio optimization. The beetle uses its two antennae to guide the search process by moving in the direction of the antennae that senses a stronger scent (better objective function value). The model includes an objective to minimize pollution and constraints on emissions, operating expenses, investment budget and more.
  • how: Many of these models were . . .

     

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