Back to Search Start Over

An Approach Based on Active Constraint Strategy for Solving The Portfolio Optimization Problem

Authors :
Open Darnius
Mardiningsih
Riri Syafitri Lubis
Herman Mawengkang
Source :
Journal of Physics: Conference Series. 1255:012094
Publication Year :
2019
Publisher :
IOP Publishing, 2019.

Subjects

Subjects :
Constraint (information theory)
History
Mathematical optimization
Computer science
Portfolio optimization problem
Computer Science Applications
Education

Details

ISSN :
17426596 and 17426588
Volume :
1255
Database :
OpenAIRE
Journal :
Journal of Physics: Conference Series
Accession number :
edsair.doi...........3fa2c173ffe8b2b02d7cee93269ce7f0
Full Text :
https://doi.org/10.1088/1742-6596/1255/1/012094
Full Text Access
View/download PDF

Tools

Authors Abstract Subjects Details