Randomized time-varying knapsack problems via binary beetle antennae search algorithm: Emphasis on applications in portfolio insurance

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	2002-2012
Number of pages	11
Journal	Mathematical Methods in the Applied Sciences
Volume	44
Issue number	2
DOIs	https://doi.org/10.1002/mma.6904
Publication status	Published - 30 Jan 2021

Knapsack problem, meta-heuristic optimization, portfolio optimization, time-varying integer linear programming

ID: 20218503