Non-linear Activated Beetle Antennae Search: A novel technique for non-convex tax-aware portfolio optimization problem

Authors: Ameer Tamoor Khan, Xinwei Cao, Ivona Brajević, Predrag Stanimirović, Vasilios Katsikis, Shuai Li

Category: M20

Volume - 197 Publisher - Expert Systems with Applications DOI - https://doi.org/10.1016/j.eswa.2022.116631 Year - 2022 ISSN - 0957-4174

Khan, A. T., Cao, X., Brajević, I., Stanimirović, P., Katsikis, V., & Li, S. (2022). Non-linear Activated Beetle Antennae Search: A novel technique for non-convex tax-aware portfolio optimization problem. Expert Systems with Applications, 197. https://doi.org/https://doi.org/10.1016/j.eswa.2022.116631

A. T. Khan, X. Cao, I. Brajević, P. Stanimirović, V. Katsikis, and S. Li, "Non-linear Activated Beetle Antennae Search: A novel technique for non-convex tax-aware portfolio optimization problem," Expert Systems with Applications, vol. 197, 2022. doi: https://doi.org/10.1016/j.eswa.2022.116631.

@misc{Khan2022NonlinearA,
  author       = {Khan, Ameer Tamoor  and  Cao, Xinwei and Brajevi{\'c}, Ivona and Stanimirovi{\'c}, Predrag and Katsikis, Vasilios and Li, Shuai},
  title        = {Non-linear Activated Beetle Antennae Search: A novel technique for non-convex tax-aware portfolio optimization problem},
  year         = {2022},
  publisher    = {Expert Systems with Applications},
  note         = {Available online}
}