Set-Based Particle Swarm Optimization for Portfolio Optimization
Portfolio optimization is a complex real-world problem where assets are selected such that profit is maximized while risk is simultaneously minimized. In recent years, nature-inspired algorithms have become a popular choice for efficiently identifying opt
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Marco Dorigo · Thomas Stützle · Maria J. Blesa · Christian Blum · Heiko Hamann · Mary Katherine Heinrich · Volker Strobel (Eds.)
Swarm Intelligence 12th International Conference, ANTS 2020 Barcelona, Spain, October 26–28, 2020 Proceedings
Lecture Notes in Computer Science Founding Editors Gerhard Goos Karlsruhe Institute of Technology, Karlsruhe, Germany Juris Hartmanis Cornell University, Ithaca, NY, USA
Editorial Board Members Elisa Bertino Purdue University, West Lafayette, IN, USA Wen Gao Peking University, Beijing, China Bernhard Steffen TU Dortmund University, Dortmund, Germany Gerhard Woeginger RWTH Aachen, Aachen, Germany Moti Yung Columbia University, New York, NY, USA
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More information about this series at http://www.springer.com/series/7407
Marco Dorigo Thomas Stützle Maria J. Blesa Christian Blum Heiko Hamann Mary Katherine Heinrich Volker Strobel (Eds.) •
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Swarm Intelligence 12th International Conference, ANTS 2020 Barcelona, Spain, October 26–28, 2020 Proceedings
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Editors Marco Dorigo Université Libre de Bruxelles Brussels, Belgium
Thomas Stützle Université Libre de Bruxelles Brussels, Belgium
Maria J. Blesa Universitat Politècnica de Catalunya Barcelona, Spain
Christian Blum Artificial Intelligence Research Institute Bellaterra, Spain
Heiko Hamann University of Lübeck Lübeck, Germany
Mary Katherine Heinrich Université Libre de Bruxelles Brussels, Belgium
Volker Strobel Université Libre de Bruxelles Brussels, Belgium
ISSN 0302-9743 ISSN 1611-3349 (electronic) Lecture Notes in Computer Science ISBN 978-3-030-60375-5 ISBN 978-3-030-60376-2 (eBook) https://doi.org/10.1007/978-3-030-60376-2 LNCS Sublibrary: SL1 – Theoretical Computer Science and General Issues © Springer Nature Switzerland AG 2020 This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed. The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. The publisher, the authors and the editors are safe to assume that the advice and information in this book are believed to be true and accurate at the date of publication. Neither the publisher nor the authors or the editors give a warranty, expressed or implied, with respect to the material contained herein or for any errors or omissions that may have been made. The publisher remains neutral with regard to jurisdictional claims in published maps and institutional affiliations. This Springer imprint is published by the registered company Springe
