PARTICLE SWARM OPTIMIZATION IMPLEMENTATIONON PORTFOLIO OPTIMIZATION PROBLEMS
The Markowitz portfolio model has become the cornerstone of modern portfolio theory because it is able to provide an overview of how to build an optimal portfolio. Over time, this model was then expanded with a variety of additional constraints to get closer to real-world investment problems, suc...
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| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/72988 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |