Index tracking problem solving using metaheuristic firefly algorithm
Index tracking portfolio is a form of investment that is faced with popularity. This problem is the choice of a portfolio that replicates the performance of a stock market index by purchasing a subset of the stocks included in the index. Due to the large number of companies that create the index, th...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | fas |
| Published: |
University of Qom
2022-03-01
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| Series: | مدیریت مهندسی و رایانش نرم |
| Subjects: | |
| Online Access: | https://jemsc.qom.ac.ir/article_585_90ed053e3dbe3ef6a14b14555b2a4d66.pdf |
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