A comparison on particle swarm optimization and genetic algorithm performances in deriving the efficient frontier of stocks portfolios based on a mean‐lower partial moment model
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DOI: 10.1002/ijfe.2086
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References listed on IDEAS
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- Abolfazl Gharaei & Alireza Amjadian & Ali Shavandi & Amir Amjadian, 2023. "An augmented Lagrangian approach with general constraints to solve nonlinear models of the large-scale reliable inventory systems," Journal of Combinatorial Optimization, Springer, vol. 45(2), pages 1-37, March.
- Fahad R. Albogamy, 2022. "Optimal Energy Consumption Scheduler Considering Real-Time Pricing Scheme for Energy Optimization in Smart Microgrid," Energies, MDPI, vol. 15(21), pages 1-31, October.
- Gholamreza Shojatalab & Seyed Hadi Nasseri & Iraj Mahdavi, 2022. "New multi-objective optimization model for tourism systems with fuzzy data and new algorithm for solving this model," OPSEARCH, Springer;Operational Research Society of India, vol. 59(3), pages 1018-1037, September.
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