3.9 Article

Firefly Algorithm for Cardinality Constrained Mean-Variance Portfolio Optimization Problem with Entropy Diversity Constraint

Related references

Note: Only part of the references are listed.
Article Mathematics, Applied

An Optimization Algorithm for Solving Systems of Singular Boundary Value Problems

Zaer Abo-Hammour et al.

APPLIED MATHEMATICS & INFORMATION SCIENCES (2014)

Article Computer Science, Information Systems

Ant Colony Optimization Algorithm with Pheromone Correction Strategy for the Minimum Connected Dominating Set Problem

Raka Jovanovic et al.

COMPUTER SCIENCE AND INFORMATION SYSTEMS (2013)

Article Computer Science, Interdisciplinary Applications

Multiobjective firefly algorithm for continuous optimization

Xin-She Yang

ENGINEERING WITH COMPUTERS (2013)

Article Physics, Multidisciplinary

On the Diversity Constraints for Portfolio Optimization

Jun-Lin Lin

ENTROPY (2013)

Review Physics, Multidisciplinary

Applications of Entropy in Finance: A Review

Rongxi Zhou et al.

ENTROPY (2013)

Article Physics, Multidisciplinary

Asymptotic Behavior of the Maximum Entropy Routing in Computer Networks

Milan Tuba

ENTROPY (2013)

Article Automation & Control Systems

Improved ACO Algorithm with Pheromone Correction Strategy for the Traveling Salesman Problem

Milan Tuba et al.

INTERNATIONAL JOURNAL OF COMPUTERS COMMUNICATIONS & CONTROL (2013)

Article Computer Science, Artificial Intelligence

An upgraded artificial bee colony (ABC) algorithm for constrained optimization problems

Ivona Brajevic et al.

JOURNAL OF INTELLIGENT MANUFACTURING (2013)

Article Engineering, Industrial

Firefly-inspired algorithm for discrete optimization problems: An application to manufacturing cell formation

Mohammad Kazem Sayadi et al.

JOURNAL OF MANUFACTURING SYSTEMS (2013)

Article Engineering, Multidisciplinary

Firefly Algorithm for Explicit B-Spline Curve Fitting to Data Points

Akemi Galvez et al.

MATHEMATICAL PROBLEMS IN ENGINEERING (2013)

Article Mathematics, Applied

Hybrid Seeker Optimization Algorithm for Global Optimization

Milan Tuba et al.

APPLIED MATHEMATICS & INFORMATION SCIENCES (2013)

Article Mathematics, Applied

Self-Adaptive Step Firefly Algorithm

Shuhao Yu et al.

JOURNAL OF APPLIED MATHEMATICS (2013)

Article Thermodynamics

Optimum Design of Geometrically Nonlinear Double-Layer Domes by Firefly Metaheuristic Algorithm

R. Kamyab Moghadas et al.

ADVANCES IN MECHANICAL ENGINEERING (2013)

Article Operations Research & Management Science

Portfolio selection using λ mean and hybrid entropy

Jiuping Xu et al.

ANNALS OF OPERATIONS RESEARCH (2011)

Article Computer Science, Artificial Intelligence

An ant colony optimization algorithm with improved pheromone correction strategy for the minimum weight vertex cover problem

Raka Jovanovic et al.

APPLIED SOFT COMPUTING (2011)

Article Computer Science, Interdisciplinary Applications

Mixed variable structural optimization using Firefly Algorithm

Amir Hossein Gandomi et al.

COMPUTERS & STRUCTURES (2011)

Article Computer Science, Artificial Intelligence

Particle Swarm Optimization (PSO) for the constrained portfolio optimization problem

Hanhong Zhu et al.

EXPERT SYSTEMS WITH APPLICATIONS (2011)

Article Computer Science, Artificial Intelligence

Constrained Portfolio Selection using Particle Swarm Optimization

Hamid Reza Golmakani et al.

EXPERT SYSTEMS WITH APPLICATIONS (2011)

Article Automation & Control Systems

Improved genetic algorithm for nonlinear programming problems

Kezong Tang et al.

JOURNAL OF SYSTEMS ENGINEERING AND ELECTRONICS (2011)

Article Business, Finance

Hybrid metaheuristics for constrained portfolio selection problems

Luca Di Gaspero et al.

QUANTITATIVE FINANCE (2011)

Article Computer Science, Artificial Intelligence

Constraint-handling in nature-inspired numerical optimization: Past, present and future

Efren Mezura-Montes et al.

SWARM AND EVOLUTIONARY COMPUTATION (2011)

Article Social Sciences, Mathematical Methods

Multiobjective evolutionary algorithms for complex portfolio optimization problems

Konstantinos P. Anagnostopoulos et al.

COMPUTATIONAL MANAGEMENT SCIENCE (2011)

Article Automation & Control Systems

Seeker optimization algorithm: a novel stochastic search algorithm for global numerical optimization

Chaohua Dai et al.

JOURNAL OF SYSTEMS ENGINEERING AND ELECTRONICS (2010)

Article Computer Science, Artificial Intelligence

Firefly algorithm, stochastic test functions and design optimisation

Xin-She Yang

INTERNATIONAL JOURNAL OF BIO-INSPIRED COMPUTATION (2010)

Article Computer Science, Artificial Intelligence

Markowitz-based portfolio selection with minimum transaction lots, cardinality constraints and regarding sector capitalization using genetic algorithm

Hamed Soleimani et al.

EXPERT SYSTEMS WITH APPLICATIONS (2009)

Article Mathematics, Applied

Particle swarm optimization approach to portfolio optimization

Tunchan Cura

NONLINEAR ANALYSIS-REAL WORLD APPLICATIONS (2009)

Article Computer Science, Interdisciplinary Applications

Portfolio selection using neural networks

Alberto Fernandez et al.

COMPUTERS & OPERATIONS RESEARCH (2007)

Article Management

On the existence of solutions to the quadratic mixed-integer mean-variance portfolio selection problem

Marco Corazza et al.

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH (2007)

Article Computer Science, Artificial Intelligence

A fast and elitist multiobjective genetic algorithm: NSGA-II

K Deb et al.

IEEE TRANSACTIONS ON EVOLUTIONARY COMPUTATION (2002)

Article Computer Science, Interdisciplinary Applications

Heuristics for cardinality constrained portfolio optimisation

TJ Chang et al.

COMPUTERS & OPERATIONS RESEARCH (2000)