Set-based Particle Swarm Optimization for Portfolio Optimization with Adaptive Coordinate Descent Weight Optimization

Autor: Kyle Erwin, Andries Engelbrecht
Rok vydání: 2021
Zdroj: 2021 IEEE Symposium Series on Computational Intelligence (SSCI).
DOI: 10.1109/ssci50451.2021.9659541
Databáze: OpenAIRE