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The Scientific World Journal
Volume 2014 (2014), Article ID 721521, 16 pages
http://dx.doi.org/10.1155/2014/721521
Research Article

Firefly Algorithm for Cardinality Constrained Mean-Variance Portfolio Optimization Problem with Entropy Diversity Constraint

Faculty of Computer Science, Megatrend University Belgrade, 11070 Belgrade, Serbia

Received 9 April 2014; Accepted 5 May 2014; Published 29 May 2014

Academic Editor: Xin-She Yang

Copyright © 2014 Nebojsa Bacanin and Milan Tuba. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

How to Cite this Article

Nebojsa Bacanin and Milan Tuba, “Firefly Algorithm for Cardinality Constrained Mean-Variance Portfolio Optimization Problem with Entropy Diversity Constraint,” The Scientific World Journal, vol. 2014, Article ID 721521, 16 pages, 2014. doi:10.1155/2014/721521