An artificial bee colony algorithm for the cardinality-constrained portfolio optimization problems

Angela Hsiang-Ling Chen, Yun-Chia Liang, Chia-Chien Liu. An artificial bee colony algorithm for the cardinality-constrained portfolio optimization problems. In Proceedings of the IEEE Congress on Evolutionary Computation, CEC 2012, Brisbane, Australia, June 10-15, 2012. pages 1-8, IEEE, 2012. [doi]

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