A parallel variable neighborhood search algorithm with quadratic programming for cardinality constrained portfolio optimization

标题
A parallel variable neighborhood search algorithm with quadratic programming for cardinality constrained portfolio optimization
作者
关键词
Metaheuristics, Variable neighborhood search, Asynchronous parallelization, Quadratic programming, Portfolio optimization
出版物
KNOWLEDGE-BASED SYSTEMS
Volume 198, Issue -, Pages 105944
出版商
Elsevier BV
发表日期
2020-04-24
DOI
10.1016/j.knosys.2020.105944

向作者/读者发起求助以获取更多资源

Reprint

联系作者

Find Funding. Review Successful Grants.

Explore over 25,000 new funding opportunities and over 6,000,000 successful grants.

Explore

Find the ideal target journal for your manuscript

Explore over 38,000 international journals covering a vast array of academic fields.

Search