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  • Search: subject:"Dynamic level-based learning swarm optimizer"
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Algorithm 1 Algorithmus 1 Dynamic level-based learning swarm optimizer 1 Hybrid constraint-handling 1 Large-scale optimization 1 Mathematical programming 1 Mathematische Optimierung 1 Multi-moment portfolio management 1 Performance measurement 1 Performance-Messung 1 Portfolio selection 1 Portfolio-Management 1 Primary 90C59 1 Secondary 91G10 1 Sharpe ratio 1 Theorie 1 Theory 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Kaucic, Massimiliano 1 Piccotto, Filippo 1 Sbaiz, Gabriele 1
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Computational management science 1
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A constrained swarm optimization algorithm for large-scale long-run investments using Sharpe ratio-based performance measures
Kaucic, Massimiliano; Piccotto, Filippo; Sbaiz, Gabriele - In: Computational management science 21 (2024) 1, pp. 1-29
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