Portfolio optimization using novel co-variance guided Artificial Bee Colony algorithm

Divya Kumar, K. K. Mishra. Portfolio optimization using novel co-variance guided Artificial Bee Colony algorithm. Swarm and Evolutionary Computation, 33:119-130, 2017. [doi]

@article{KumarM17,
  title = {Portfolio optimization using novel co-variance guided Artificial Bee Colony algorithm},
  author = {Divya Kumar and K. K. Mishra},
  year = {2017},
  doi = {10.1016/j.swevo.2016.11.003},
  url = {http://dx.doi.org/10.1016/j.swevo.2016.11.003},
  researchr = {https://researchr.org/publication/KumarM17},
  cites = {0},
  citedby = {0},
  journal = {Swarm and Evolutionary Computation},
  volume = {33},
  pages = {119-130},
}