An overview of new generation bio-inspired algorithms for portfolio optimization

Basit Öğe Kaydı
dc.authorscopusid55612037400
dc.authorscopusid55335002500
dc.authorscopusid14521079300
dc.contributor.authorArslan Hilal
dc.contributor.authorUğurlu Onur
dc.contributor.authorEliiyi Deniz Türsel
dc.date.accessioned2023-03-22T19:47:44Z
dc.date.available2023-03-22T19:47:44Z
dc.date.issued2022
dc.departmentBelirleneceken_US
dc.description.abstractBio-inspired computing is one of the foremost subfields of artificial intelligence, which aims to tackle complex optimization problems. The main advantage of bio-inspired algorithms over traditional methods is their searching ability. Portfolio selection is a popular optimization problem in economics and finance. It aims to find an optimal allocation of capital among a set of assets by maximization of return with simultaneous minimization of risk. Since the portfolio optimization problem is NP-hard, a large number of researchers have resorted to bio-inspired algorithms to deal with the computational complexity. This study provides an overview of the new generation bio-inspired algorithms from the recently published literature for portfolio optimization. Besides, opportunities for future research within this area discussed. © 2022, The Author(s), under exclusive license to Springer Nature Singapore Pte Ltd.en_US
dc.identifier.doi10.1007/978-981-16-8997-0_12
dc.identifier.endpage224en_US
dc.identifier.issn25097873
dc.identifier.scopus2-s2.0-85130834357en_US
dc.identifier.scopusqualityN/Aen_US
dc.identifier.startpage207en_US
dc.identifier.urihttps://doi.org/10.1007/978-981-16-8997-0_12
dc.identifier.urihttps://hdl.handle.net/20.500.14034/842
dc.indekslendigikaynakScopusen_US
dc.language.isoenen_US
dc.publisherSpringeren_US
dc.relation.journalAccounting, Finance, Sustainability, Governance and Frauden_US
dc.relation.publicationcategoryKitap Bölümü - Uluslararasıen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectArtificial Bee Colonyen_US
dc.subjectArtificial intelligenceen_US
dc.subjectBio-inspired algorithmsen_US
dc.subjectCuckoo Searchen_US
dc.subjectEvolutionary algorithmsen_US
dc.subjectFinancial prediction and planningen_US
dc.subjectFirefly algorithmen_US
dc.subjectMetaheuristicsen_US
dc.subjectPortfolio optimizationen_US
dc.subjectSwarm intelligenceen_US
dc.titleAn overview of new generation bio-inspired algorithms for portfolio optimizationen_US
dc.typeBook Chapteren_US

Dosyalar

Koleksiyon

Scopus İndeksli Yayınlar Koleksiyonu
Temel Tıp Bilimleri Bölümü Koleksiyonu