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Portfolio Optimization usando Ant Colony Optimization
作者
Adolfo Tamayo, Johann Nuñez
最近上传
9 年前
许可
Creative Commons CC BY 4.0
摘要
El propósito de este trabajo es aplicar la tecnica de Ant Colony Optimization al problema multivariable de optimización de portafolios utilizando el modelo media-varianza.
![Portfolio Optimization usando Ant Colony Optimization](https://writelatex.s3.amazonaws.com/published_ver/2004.jpeg?X-Amz-Expires=14400&X-Amz-Date=20240831T231110Z&X-Amz-Algorithm=AWS4-HMAC-SHA256&X-Amz-Credential=AKIAWJBOALPNFPV7PVH5/20240831/us-east-1/s3/aws4_request&X-Amz-SignedHeaders=host&X-Amz-Signature=616139ceecff2f971f1dfd282bae0513dcb0520c66796546c47e2e234df65100)