Ant colony optimization for Markowitz mean-variance portfolio model

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

Volumn 6466 LNCS, Issue , 2010, Pages 238-245

  Deng, Guang Feng ^a   Lin, Woo Tsong ^a  

^a NATIONAL CHENGCHI UNIVERSITY   (Taiwan)

Author keywords

Ant Colony Optimization (ACO); cardinality constrained portfolio optimization problem; Markowitz mean variance portfolio model; nonlinear mixed quadratic programming problem

Indexed keywords

ALGORITHMIC SOLUTIONS; ANT-COLONY OPTIMIZATION; CARDINALITIES; CARDINALITY CONSTRAINTS; GERMANY; HONG-KONG; MARKOWITZ; MEAN VARIANCE; METAHEURISTIC; NONLINEAR MIXED QUADRATIC PROGRAMMING PROBLEM; NUMERICAL SOLUTION; PORTFOLIO MODEL; QUADRATIC PROGRAMMING PROBLEMS; RISK INVESTMENT; TEST RESULTS; ANT COLONY OPTIMIZATION (ACO); CONSTRAINED PORTFOLIOS; MEAN-VARIANCE PORTFOLIOS;

ARTIFICIAL INTELLIGENCE; COMBINATORIAL OPTIMIZATION; CONSTRAINED OPTIMIZATION; FINANCIAL DATA PROCESSING; HEURISTIC ALGORITHMS; QUADRATIC PROGRAMMING; FINANCIAL MARKETS; HEURISTIC PROGRAMMING; INVESTMENTS; OPTIMIZATION; PARTICLE SWARM OPTIMIZATION (PSO);

PARTICLE SWARM OPTIMIZATION (PSO); ANT COLONY OPTIMIZATION;

EID: 78650898252     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/978-3-642-17563-3_29     Document Type: Conference Paper

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