A hybrid level-based learning swarm algorithm with mutation operator for solving large-scale cardinality-constrained portfolio optimization problems
Work
Year: 2023
Type: article
Abstract: We propose a hybrid variant of the level-based learning swarm optimizer (LLSO) for solving large-scale portfolio optimization problems. This solver fills the gap due to the inadequacy of the particle ... more
Source: Information Sciences
Institution University of Trieste
Cites: 45
Cited by: 12
Related to: 10
FWCI: 3.131
Citation percentile (by year/subfield): 79.69
Subfield: Artificial Intelligence
Field: Computer Science
Domain: Physical Sciences
Sustainable Development Goal Industry, innovation and infrastructure
Open Access status: hybrid
APC paid (est): $3,330