Open AccessImplementation of iterative k-means-+ and ant colony optimization (ACO) in portfolio optimization problem
Author(s) -
M. A. Rezani,
Gatot Fatwanto Hertono,
B. D. Handari
Publication year - 2020
Publication title -
aip conference proceedings
Language(s) - English
Resource type - Conference proceedings
SCImago Journal Rank - 0.177
H-Index - 75
eISSN - 1551-7616
pISSN - 0094-243X
DOI - 10.1063/5.0008149
Subject(s) - ant colony optimization algorithms , cluster analysis , portfolio optimization , portfolio , metaheuristic , mathematical optimization , sharpe ratio , computer science , iterative method , optimization problem , data mining , mathematics , artificial intelligence , economics , finance
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom