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~institution:"Society for Computational Economics - SCE"
~language:"und"
~subject:"Ant Systems"
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Keber, Christian
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Society for Computational Economics - SCE
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Computing in Economics and Finance 2001
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On Genes, Insects, and Crystals: Determining Marginal Diversification Effects With Nature Based Algorithms
Keber, Christian
;
Maringer, Dietmar G.
-
Society for Computational Economics - SCE
-
2001
securities. In this paper we present three algorithms to approach the underlying NP-hard problem of portfolio
optimization
with a …
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