![Portfolio Optimization usando Ant Colony Optimization](https://writelatex.s3.amazonaws.com/published_ver/2004.jpeg?X-Amz-Expires=14400&X-Amz-Date=20240831T231242Z&X-Amz-Algorithm=AWS4-HMAC-SHA256&X-Amz-Credential=AKIAWJBOALPNFPV7PVH5/20240831/us-east-1/s3/aws4_request&X-Amz-SignedHeaders=host&X-Amz-Signature=72f63e6fb1767b4fbb7765e09bdb34a4b2a1800716eaf23ab209180b9d645d7f)
Portfolio Optimization usando Ant Colony Optimization
Forfatter
Adolfo Tamayo, Johann Nuñez
Sidst opdateret
9 år siden
Licens
Creative Commons CC BY 4.0
Resumé
El propósito de este trabajo es aplicar la tecnica de Ant Colony Optimization al problema multivariable de optimización de portafolios utilizando el modelo media-varianza.
![Portfolio Optimization usando Ant Colony Optimization](https://writelatex.s3.amazonaws.com/published_ver/2004.jpeg?X-Amz-Expires=14400&X-Amz-Date=20240831T231242Z&X-Amz-Algorithm=AWS4-HMAC-SHA256&X-Amz-Credential=AKIAWJBOALPNFPV7PVH5/20240831/us-east-1/s3/aws4_request&X-Amz-SignedHeaders=host&X-Amz-Signature=72f63e6fb1767b4fbb7765e09bdb34a4b2a1800716eaf23ab209180b9d645d7f)