An adapted Black Widow Optimization Algorithm for Financial Portfolio Optimization Problem with cardinalty and budget constraints
Abstract Financial Portfolio Optimization Problem (FPOP) is a cornerstone in quantitative investing and financial engineering, focusing on optimizing assets allocation to balance risk and expected return, a concept evolving since Harry Markowitz’s 1952 Mean-Variance model. This paper introduces a no...
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| Principais autores: | , , , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Nature Portfolio
2024-09-01
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| Colecção: | Scientific Reports |
| Assuntos: | |
| Acesso em linha: | https://doi.org/10.1038/s41598-024-71193-w |
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