Particle Swarm Optimization Algorithm for Determining Global Optima of Investment Portfolio Weight Using Mean-Value-at-Risk Model in Banking Sector Stocks

Computational algorithms are systematically written instructions or steps used to solve logical and mathematical problems with computers. These algorithms are crucial to rapidly and efficiently analyzing complex data, especially in global optimization problems like portfolio investment optimization....

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Bibliographic Details
Main Authors: Moh. Alfi Amal, Herlina Napitupulu, Sukono
Format: Article
Language:English
Published: MDPI AG 2024-12-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/12/24/3920
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