Using Quadratic Interpolated Beetle Antennae Search for higher dimensional portfolio selection under cardinality constraints
Ameer Tamoor Khan, Xinwei Cao, Shuai Li
| Year of publication: |
2023
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|---|---|
| Authors: | Khan, Ameer Tamoor ; Cao, Xinwei ; Li, Shuai |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 62.2023, 4, p. 1413-1435
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| Subject: | Beetle antennae search | Meta-heuristic algorithm | Portfolio selection | Quadratic interpolation | Stochastic algorithm | Portfolio-Management | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Algorithmus | Algorithm |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-022-10303-0 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014437344