Particle Swarm Optimization with non-smooth penalty reformulation, for a complex portfolio selection problem

Marco Corazza, Giovanni Fasano, Riccardo Gusso. Particle Swarm Optimization with non-smooth penalty reformulation, for a complex portfolio selection problem. Applied Mathematics and Computation, 224:611-624, 2013. [doi]

Authors

Marco Corazza

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Giovanni Fasano

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Riccardo Gusso

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