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Yu-Qun Cao

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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 · 0 citations

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