Open AccessAn adaptive metaheuristic approach for risk-budgeted portfolio optimization
Author(s) -
Naga Sunil Kumar Gandikota,
Mohd Hilmi Hasan,
Jafreezal Jaafar
Publication year - 2023
Publication title -
iaes international journal of artificial intelligence
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.341
H-Index - 7
eISSN - 2252-8938
pISSN - 2089-4872
DOI - 10.11591/ijai.v12.i1.pp305-314
Subject(s) - sharpe ratio , portfolio optimization , portfolio , computer science , differential evolution , econometrics , economics , stock (firearms) , mathematical optimization , actuarial science , financial economics , mathematics , artificial intelligence , mechanical engineering , engineering