Portfolio Optimization Problem by Means of Artificial Bee Colony Algorithm, Considering Various Criteria

Market complexity, especially wide range of investing tools and several factors that affect them, makes it hard to make decision on selecting asset kind of investment, and it causes investors face with the problem of optimizing assets in their decisions all time. Optimization problem and determining...

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Veröffentlicht in:	International journal of computer applications 2014-01, Vol.103 (11), p.46-52
Hauptverfasser:	Raei, Reza, Jahromi, Mohammad Bahrani, Kamalzadeh, Sahar
Format:	Artikel
Sprache:	eng
Schlagworte:	Algorithms Deviation Markets Mathematical analysis Mathematical models Optimization Risk Variance
Online-Zugang:	Volltext
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