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Sponsored Artificial Intelligence: A Modern Approach, Global Edition Artificial Intelligence: A Modern Approach, Global Edition

Author

E. Setiawan

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2 papers indexed here

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Open access Sep 2026

Portofolio optimization with cardinality and minimum return constraints on the LQ45 index using genetic algorithm

Traditional mean-variance portfolio optimization often faces limitation in accommodating practical investment constraints, particularly in restricting the number of selected assets while ensuring a minimum expected return. To address these limitations, this study proposes a Genetic Algorithm (GA)-based portfolio optimi...

Firsta Grandicha Tirafany, E. Setiawan · 0 citations
Open access Sep 2026

Application of Agglomerative Hierarchical Clustering Based on Rolling Horizon and Minimum Variance in IDX30 Stock Portfolio Optimization

Portfolio diversification is a strategy to reduce investment risk by spreading assets across stocks with different movement patterns. However, most investors tend to select stocks based on highest historical returns and exhibit herding behavior without considering inter-stock correlations, risking undiversified portfol...

Khoirunnisa Puspa Negari, E. Setiawan · 0 citations

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