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

Title
An artificial bee colony algorithm with feasibility enforcement and infeasibility toleration procedures for cardinality constrained portfolio optimization
Authors
Keywords
Portfolio optimization, Cardinality constraints, Metaheuristics, Swarm intelligence, Artificial bee colony, Infeasibility toleration
Journal
EXPERT SYSTEMS WITH APPLICATIONS
Volume 85, Issue -, Pages 61-75
Publisher
Elsevier BV
Online
2017-05-10
DOI
10.1016/j.eswa.2017.05.018

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