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