Investment Portfolio Optimization by Binary Bee Swarm Method
Year: 2024
Type: article
Abstract: The problem of forming a stock portfolio is considered as a binary optimization problem. The solution is formed using the developed modification of the bee swarm method, supplemented by a binarization procedure using various transition functions. The efficiency of the proposed method is studied using model examples and the applied problem of maximizing portfolio profitability is solved taking into account constraints on the funds used and the risk value.
Source: Modelling and Data Analysis
Authors: A.V. Panteleev, S.A. Milyutina
Institution: Moscow Aviation Institute
Language: English
Subfield: Artificial Intelligence
Field: Computer Science
Domain: Physical Sciences
Open Access status: hybrid
OpenAlex ID: W4403188117