Experimental study on a hybrid nature-inspired algorithm for financial portfolio optimization

Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)

Volumn 6040 LNAI, Issue , 2010, Pages 101-111

  Giannakouris, Giorgos ^a   Vassiliadis, Vassilios ^a   Dounias, George ^a  

^a UNIVERSITY OF THE AEGEAN   (Greece)

Author keywords

Ant colony optimization algorithm; Firefly algorithm; Hybrid NII algorithm; Portfolio optimization

Indexed keywords

ANT COLONY OPTIMIZATION ALGORITHMS; COMPARISON RESULT; COMPLEX FORMULATIONS; COMPUTATIONAL STUDIES; CORRESPONDING WEIGHTS; EXPERIMENTAL STUDIES; FINANCIAL PORTFOLIO; FINANCIAL RATIOS; FIREFLY ALGORITHM; HARD CONSTRAINTS; HYBRID NII ALGORITHM; HYBRID SCHEME; INTELLIGENT SCHEMES; METAHEURISTIC; NATURE-INSPIRED ALGORITHMS; NP-HARD; OBJECTIVE FUNCTIONS; OPTIMAL COMBINATION; OPTIMIZATION PROBLEMS; PORTFOLIO MANAGEMENTS; PORTFOLIO OPTIMIZATION; SPECIFIC INVESTMENT; STOCK INDICES; TRACKING ABILITY;

ARTIFICIAL INTELLIGENCE; BIOLUMINESCENCE; FINANCIAL DATA PROCESSING; INVESTMENTS; NICKEL COMPOUNDS; OPTIMIZATION;

ALGORITHMS;

EID: 78650500154     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/978-3-642-12842-4_14     Document Type: Conference Paper

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