
Heuristic Algorithm for the Cardinality Constrained Portfolio Optimization Problem
Author(s) -
A. A. Homchenko,
C. Lucas,
Sergei Mironov,
Sergei Sidorov
Publication year - 2013
Publication title -
izvestiya of saratov university mathematics mechanics informatics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.255
H-Index - 4
eISSN - 2541-9005
pISSN - 1816-9791
DOI - 10.18500/1816-9791-2013-13-2-2-92-95
Subject(s) - mathematical optimization , cardinality (data modeling) , heuristic , computer science , portfolio , portfolio optimization , algorithm , mathematics , data mining , economics , financial economics