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Dynamically Weighted Continuous Ant Colony Optimization for Bi-Objective Portfolio Selection Using Value-at-Risk

Modjtaba Khalidji, Mohammad Zeiaee, Ali Taei, Mohammad-Reza Jahed Motlagh, Hamid Khaloozadeh. Dynamically Weighted Continuous Ant Colony Optimization for Bi-Objective Portfolio Selection Using Value-at-Risk. In David Al-Dabass, Robertus Triweko, Sani Susanto, Ajith Abraham, editors, AMS 2009, Third Asia International Conference on Modelling & Simulation, 25-29 May 2009, Bandung, Bali, Indonesia. pages 230-235, IEEE Computer Society, 2009. [doi]

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Modjtaba Khalidji

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Mohammad Zeiaee

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Ali Taei

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Mohammad-Reza Jahed Motlagh

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Hamid Khaloozadeh

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