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...
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| Formato: | Artigo |
| Idioma: | English |
| Publicado em: |
MDPI AG
2025-02-01
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| coleção: | Algorithms |
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| Acesso em linha: | https://www.mdpi.com/1999-4893/18/2/109 |