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Portfolio Optimization usando Ant Colony Optimization
Auteur
Adolfo Tamayo, Johann Nuñez
Last Updated
il y a 9 ans
License
Creative Commons CC BY 4.0
Résumé
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=20240727T123057Z&X-Amz-Algorithm=AWS4-HMAC-SHA256&X-Amz-Credential=AKIAWJBOALPNFPV7PVH5/20240727/us-east-1/s3/aws4_request&X-Amz-SignedHeaders=host&X-Amz-Signature=7616c63fdd2d163ad92ba4d71b9c57d8dc2db87a791eae6d991b8497a961c6f5)