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Rahenda Khodier1, Ahmed Radi1, Basel Ayman1

  • 1Department of Industrial and Manufacturing Engineering, Egypt-Japan University of Science and Technology, Alexandria, 21934, Egypt.

Scientific reports
|September 28, 2024
PubMed
概括

本研究介绍了黑寡妇投资组合优化算法 (BWAPO),以解决金融投资组合优化问题 (FPOP). 这种新的方法有效地平衡了风险和回报,特别是在不受约束的场景中表现出色,并提供具有核心限制的竞争性结果.

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