Open access
Jul 2026
Ant colony intelligence optimization of asset portfolios under constraints—dynamic risk adjustment and Sharpe ratio maximization
A hybrid framework that integrates Ant Colony Optimization (ACO) for discrete asset selection under cardinality constraints with quadratic programming for optimal weight allocation subject to no-short-selling and budget constraints is proposed.
Yu-Qun Cao, Lu Yu, Qunqun Cao
· Humanities and Social Scienc... · 0 citations