Solving portfolio selection problem using particle swarm optimization with cardinality and bounding constraints
The portfolio selection of assets for an investment by investors has remain a challenge in building appropriate portfolio of assets when investing hard earned money into different assets in order to maximize returns and minimize associated risk. Different models have been used to resolve the portfolio selection problem but with some limitations due to the complexity and instantaneity of the...
Published at Journal of Theoretical and Applied Information Technology
Volume 98
Issue 5
Pages 780-787
Published in 2020
Theresa N. ABIODUN, Ayodele A. ADEBIYI, & Marion O. ADEBIYI