Meta-heuristics for portfolio optimization
K Erwin, A Engelbrecht - Soft Computing, 2023 - Springer
Portfolio optimization has been studied extensively by researchers in computer science and
finance, with new and novel work frequently published. Traditional methods, such as …
finance, with new and novel work frequently published. Traditional methods, such as …
A comprehensive survey of convergence analysis of beetle antennae search algorithm and its applications
C Chen, L Cao, Y Chen, B Chen, Y Yue - Artificial Intelligence Review, 2024 - Springer
In recent years, swarm intelligence optimization algorithms have been proven to have
significant effects in solving combinatorial optimization problems. Introducing the concept of …
significant effects in solving combinatorial optimization problems. Introducing the concept of …
Control framework for cooperative robots in smart home using bio-inspired neural network
In this paper, we present a model-free tracking controller for a cooperative mobile-
manipulators, which are the cornerstone for future smart homes. The mobile-manipulators …
manipulators, which are the cornerstone for future smart homes. The mobile-manipulators …
Fraud detection in publicly traded US firms using Beetle Antennae Search: A machine learning approach
In this paper, we present a fraud detection framework for publicly traded firms using an
optimization approach integrated with a meta-heuristic algorithm known as Beetle Antennae …
optimization approach integrated with a meta-heuristic algorithm known as Beetle Antennae …
Human guided cooperative robotic agents in smart home using beetle antennae search
In this paper, we propose a control framework for cooperative robotic agents, which
constitutes an essential component in the construction of futuristic smart-homes. Such …
constitutes an essential component in the construction of futuristic smart-homes. Such …
Markowitz mean-variance portfolio optimization with predictive stock selection using machine learning
A Chaweewanchon, R Chaysiri - International Journal of Financial …, 2022 - mdpi.com
With the advances in time-series prediction, several recent developments in machine
learning have shown that integrating prediction methods into portfolio selection is a great …
learning have shown that integrating prediction methods into portfolio selection is a great …
Enhanced beetle antennae search with zeroing neural network for online solution of constrained optimization
This paper proposes a continuous-time enhanced variant of Beetle Antennae Search (BAS),
a metaheuristic algorithm that mimics the food searching nature of beetles. Beetles register …
a metaheuristic algorithm that mimics the food searching nature of beetles. Beetles register …
Trajectory optimization of 5-link biped robot using beetle antennae search
In this brief, we presented a framework for the trajectory optimization of the 5-link Biped
Robot using the Beetle Antennae Search (BAS) algorithm. The biped robot is highly non …
Robot using the Beetle Antennae Search (BAS) algorithm. The biped robot is highly non …
Neural networks for portfolio analysis with cardinality constraints
X Cao, S Li - IEEE Transactions on Neural Networks and …, 2023 - ieeexplore.ieee.org
Portfolio analysis is a crucial subject within modern finance. However, the classical
Markowitz model, which was awarded the Nobel Prize in Economics in 1991, faces new …
Markowitz model, which was awarded the Nobel Prize in Economics in 1991, faces new …
Leveraging enhanced egret swarm optimization algorithm and artificial intelligence-driven prompt strategies for portfolio selection
Z Huang, Z Zhang, C Hua, B Liao, S Li - Scientific Reports, 2024 - nature.com
In the financial field, constructing efficient investment portfolios is a focal point of research,
encompassing asset selection and optimization of asset allocation. With the advancements …
encompassing asset selection and optimization of asset allocation. With the advancements …