An artificial bee colony algorithm with feasibility enforcement and infeasibility toleration procedures for cardinality constrained portfolio optimization

Can Berk Kalayci, Okkes Ertenlice, Hasan Akyer, Hakan Aygoren. An artificial bee colony algorithm with feasibility enforcement and infeasibility toleration procedures for cardinality constrained portfolio optimization. Expert Syst. Appl., 85:61-75, 2017. [doi]

Abstract

Abstract is missing.