Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem

Physica A Statistical Mechanics and its Applications ◽

10.1016/j.physa.2015.02.060 ◽

2015 ◽

Vol 429 ◽

pp. 125-139 ◽

Author(s):

Wei Chen

Keyword(s):

Portfolio Optimization ◽

Artificial Bee Colony Algorithm ◽

Optimization Problem ◽

Artificial Bee Colony ◽

Portfolio Optimization Problem

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Hybridized Artificial Bee Colony Algorithm for Constrained Portfolio Optimization Problem

2018 IEEE Congress on Evolutionary Computation (CEC) ◽

10.1109/cec.2018.8477732 ◽

2018 ◽

Author(s):

Ivana Strumberger ◽

Eva Tuba ◽

Nebojsa Bacanin ◽

Marko Beko ◽

Milan Tuba

Keyword(s):

Portfolio Optimization ◽

Artificial Bee Colony Algorithm ◽

Optimization Problem ◽

Artificial Bee Colony ◽

Portfolio Optimization Problem

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Portfolio Optimization Problem by Means of Artificial Bee Colony Algorithm, Considering Various Criteria

International Journal of Computer Applications ◽

10.5120/18122-9440 ◽

2014 ◽

Vol 103 (11) ◽

pp. 46-52 ◽

Author(s):

Reza Raei ◽

Mohammad Bahrani Jahromi ◽

Sahar Kamalzadeh

Keyword(s):

Portfolio Optimization ◽

Artificial Bee Colony Algorithm ◽

Optimization Problem ◽

Artificial Bee Colony ◽

Portfolio Optimization Problem

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Implementation of e-New Local Search based Multiobjective Optimization Algorithm and Multiobjective Co-variance based Artificial Bee Colony Algorithm in Stocks Portfolio Optimization Problem

2018 2nd International Conference on Informatics and Computational Sciences (ICICoS) ◽

10.1109/icicos.2018.8621646 ◽

2018 ◽

Author(s):

R. Ramadhiani ◽

M. Yan ◽

G. F. Hertono ◽

B. D. Handari

Keyword(s):

Multiobjective Optimization ◽

Local Search ◽

Portfolio Optimization ◽

Optimization Algorithm ◽

Artificial Bee Colony Algorithm ◽

Optimization Problem ◽

Artificial Bee Colony ◽

Portfolio Optimization Problem

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An Improved Artificial Bee Colony Algorithm for Portfolio Optimization Problem

International Journal of Advancements in Computing Technology ◽

10.4156/ijact.vol3.issue10.9 ◽

2011 ◽

Vol 3 (10) ◽

pp. 67-74 ◽

Author(s):

Zhen Wang ◽

Sanyang Liu ◽

Xiangyu Kong

Keyword(s):

Portfolio Optimization ◽

Artificial Bee Colony Algorithm ◽

Optimization Problem ◽

Artificial Bee Colony ◽

Portfolio Optimization Problem

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A novel hybrid algorithm based on a harmony search and artificial bee colony for solving a portfolio optimization problem using a mean-semi variance approach

Journal of Central South University ◽

10.1007/s11771-016-3061-9 ◽

2016 ◽

Vol 23 (1) ◽

pp. 181-188 ◽

Author(s):

Seyed Mohammad Seyedhosseini ◽

Mohammad Javad Esfahani ◽

Mehdi Ghaffari

Keyword(s):

Portfolio Optimization ◽

Hybrid Algorithm ◽

Optimization Problem ◽

Artificial Bee Colony ◽

Harmony Search ◽

Portfolio Optimization Problem ◽

Variance Approach

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Implementation of Density Based Spatial Clustering of Applications with Noise (DBSCAN) and Multi-objective Co-variance Based Artificial Bee Colony (M-CABC) Algorithm on Portfolio Optimization Problem

Proceedings of the 1st International Conference on Islam, Science and Technology, ICONISTECH 2019, 11-12 July 2019, Bandung, Indonesia ◽

10.4108/eai.11-7-2019.2297764 ◽

2020 ◽

Author(s):

M. Ilham ◽

G. Hertono ◽

B. Handari

Keyword(s):

Portfolio Optimization ◽

Optimization Problem ◽

Artificial Bee Colony ◽

Spatial Clustering ◽

Multi Objective ◽

Portfolio Optimization Problem

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A multi-objective artificial bee colony algorithm for QoS based route optimization problem

2012 International Conference on Systems and Informatics (ICSAI2012) ◽

10.1109/icsai.2012.6223331 ◽

2012 ◽

Author(s):

Changsheng Zhang ◽

Yunbin Li ◽

Zhonglin Li ◽

Bin Zhang

Keyword(s):

Artificial Bee Colony Algorithm ◽

Optimization Problem ◽

Artificial Bee Colony ◽

Route Optimization ◽

Multi Objective ◽

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Application of Artificial Bee Colony Algorithm on CVaR Portfolio Optimization

Journal of Information and Computational Science ◽

10.12733/jics20105247 ◽

2015 ◽

Vol 12 (2) ◽

pp. 555-562

Author(s):

Song Zhang

Keyword(s):

Portfolio Optimization ◽

Artificial Bee Colony Algorithm ◽

Artificial Bee Colony ◽

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Implementation of improved quick artificial Bee Colony Algorithm on portfolio optimization problems with constraints

10.1063/5.0008145 ◽

2020 ◽

Author(s):

A. P. Sahala ◽

G. F. Hertono ◽

B. D. Handari

Keyword(s):

Portfolio Optimization ◽

Artificial Bee Colony Algorithm ◽

Artificial Bee Colony ◽

Optimization Problems ◽

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Research on function optimization problem based on artificial bee colony algorithm

2015 34th Chinese Control Conference (CCC) ◽

10.1109/chicc.2015.7260975 ◽

2015 ◽

Author(s):

Li Shu-xia ◽

Wang Jie-sheng

Keyword(s):

Artificial Bee Colony Algorithm ◽

Optimization Problem ◽

Artificial Bee Colony ◽

Function Optimization ◽

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