Optimizing Investment Portfolios with Bacterial Foraging and Robust Risk Management

Optimizing Investment Portfolios with Bacterial Foraging and Robust Risk Management

This study introduces a novel portfolio optimization approach that combines Bacterial Foraging Optimization (BFO) with risk management techniques and Sharpe ratio analysis. BFO, a nature-inspired algorithm, is employed to construct diversified portfolios, while risk management strategies, including...

Full description

Bibliographic Details
Main Author: Hubert Zarzycki
Format: Article
Language:English
Published: MDPI AG 2025-02-01
Series:Algorithms
Subjects:
bacterial foraging optimization (BFO)
swarm intelligence
portfolio optimization
dynamic markets
investment strategies
constraints
Online Access:https://www.mdpi.com/1999-4893/18/2/109

Internet

https://www.mdpi.com/1999-4893/18/2/109

Similar Items