A comparative study on portfolio optimization problem
This paper is a comparative study of metaheuristics in the portfolio optimization problem. The objective is to present the results obtained with the meta heuristics Cat Swarm Optimization CSO, bat algorithm BA and particle swarm optimization PSO applied to the cardinality constrained efficient frontier model CCEF, the results obtained has compared with those done using the unconstrained efficient frontier model UEF.
2016 International Conference on Engineering MIS (ICEMIS)