Constraint Handling Methods for Portfolio Optimization Using Particle Swarm Optimization

Stuart G. Reid, Katherine Malan. Constraint Handling Methods for Portfolio Optimization Using Particle Swarm Optimization. In IEEE Symposium Series on Computational Intelligence, SSCI 2015, Cape Town, South Africa, December 7-10, 2015. pages 1766-1773, IEEE, 2015. [doi]

Abstract

Abstract is missing.