Metaheuristics for rich portfolio optimisation and risk management: Current state and future trends
Computational finance is an emerging application field of metaheuristic algorithms. In particular, these optimisation methods are becoming the solving approach alternative when dealing with realistic versions of several decision-making problems in finance, such as rich portfolio optimisation and ris...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2019-01-01
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| Series: | Operations Research Perspectives |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2214716019300399 |