Optimizing Investment Portfolios with Bacterial Foraging and Robust Risk Management
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DOI: 10.3390/a18020109
Abstract: 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… read more here.
Keywords: risk; risk management; management; bacterial foraging ... See more keywords