APPLICATION OF QUADRATIC PROGRAMMING ON PORTFOLIO OPTIMIZATION USING WOLFE’S METHOD AND PARTICLE SWARM OPTIMIZATION ALGORITHM

Stock portfolios can be modeled into quadratic programming problems using the Markowitz mean-variance model. Quadratic programming problems can be solved using two methods, namely classical and heuristic methods. In this research, the classical method uses Wolfe’s method, while the heuristic method...

詳細記述

書誌詳細

主要な著者:	Syaripuddin Syaripuddin, Fidia Deny Tisna Amijaya, Wasono Wasono, Shanaz Tulzahrah, Rara Suciati
フォーマット:	Artigo
言語:	Inglês
出版事項:	Universitas Pattimura 2024-05-01
シリーズ:	Barekeng
主題:	markowitz mean-variance optimal portfolio particle swarm optimization (pso) quadratic programming wolfe’s method
オンライン･アクセス:	https://ojs3.unpatti.ac.id/index.php/barekeng/article/view/11610
タグ:	タグ追加 タグなし, このレコードへの初めてのタグを付けませんか!