Portfolio optimization with mean absolute deviation model using particle swarm optimization algorithm: A case study in Indonesia during Covid-19 pandemic

Many companies listed on the Indonesia Stock Exchange (IDX) are worried about the policies issued by the government as a result of the pandemic which may later affect the market response and stock price movements. The purpose of this research is to minimize the risks and maximize return on stock inv...

Ausführliche Beschreibung

Bibliographische Detailangaben

Hauptverfasser:	Aisyah, Hanifah, Herdiana, Ratna, Surarso, Bayu, Widowati
Format:	Tagungsbericht
Sprache:	eng
Schlagworte:	Algorithms Deviation Fitness Linear programming Optimization Pandemics Particle swarm optimization Stock exchanges
Online-Zugang:	Volltext
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