A constrained consensus based optimization algorithm and its application to finance

Hyeong-Ohk Bae, Seung-Yeal Ha, Myeongju Kang, Hyuncheul Lim, Chanho Min, Jane Yoo. A constrained consensus based optimization algorithm and its application to finance. Applied Mathematics and Computation, 416:126726, 2022. [doi]

Abstract

Abstract is missing.