Meta-heuristics for portfolio optimization

K Erwin, A Engelbrecht - Soft Computing, 2023 - Springer
Portfolio optimization has been studied extensively by researchers in computer science and
finance, with new and novel work frequently published. Traditional methods, such as …

A comprehensive survey of convergence analysis of beetle antennae search algorithm and its applications

C Chen, L Cao, Y Chen, B Chen, Y Yue - Artificial Intelligence Review, 2024 - Springer
In recent years, swarm intelligence optimization algorithms have been proven to have
significant effects in solving combinatorial optimization problems. Introducing the concept of …

Control framework for cooperative robots in smart home using bio-inspired neural network

AT Khan, S Li, X Cao - Measurement, 2021 - Elsevier
In this paper, we present a model-free tracking controller for a cooperative mobile-
manipulators, which are the cornerstone for future smart homes. The mobile-manipulators …

Fraud detection in publicly traded US firms using Beetle Antennae Search: A machine learning approach

AT Khan, X Cao, S Li, VN Katsikis, I Brajevic… - Expert Systems with …, 2022 - Elsevier
In this paper, we present a fraud detection framework for publicly traded firms using an
optimization approach integrated with a meta-heuristic algorithm known as Beetle Antennae …

Human guided cooperative robotic agents in smart home using beetle antennae search

AT Khan, S Li, X Cao - Science China Information Sciences, 2022 - Springer
In this paper, we propose a control framework for cooperative robotic agents, which
constitutes an essential component in the construction of futuristic smart-homes. Such …

Markowitz mean-variance portfolio optimization with predictive stock selection using machine learning

A Chaweewanchon, R Chaysiri - International Journal of Financial …, 2022 - mdpi.com
With the advances in time-series prediction, several recent developments in machine
learning have shown that integrating prediction methods into portfolio selection is a great …

Enhanced beetle antennae search with zeroing neural network for online solution of constrained optimization

AT Khan, X Cao, Z Li, S Li - Neurocomputing, 2021 - Elsevier
This paper proposes a continuous-time enhanced variant of Beetle Antennae Search (BAS),
a metaheuristic algorithm that mimics the food searching nature of beetles. Beetles register …

Trajectory optimization of 5-link biped robot using beetle antennae search

AT Khan, S Li, X Zhou - … Transactions on Circuits and Systems II …, 2021 - ieeexplore.ieee.org
In this brief, we presented a framework for the trajectory optimization of the 5-link Biped
Robot using the Beetle Antennae Search (BAS) algorithm. The biped robot is highly non …

Neural networks for portfolio analysis with cardinality constraints

X Cao, S Li - IEEE Transactions on Neural Networks and …, 2023 - ieeexplore.ieee.org
Portfolio analysis is a crucial subject within modern finance. However, the classical
Markowitz model, which was awarded the Nobel Prize in Economics in 1991, faces new …

Research on robot motion planning based on RRT algorithm with nonholonomic constraints

Y Gan, B Zhang, C Ke, X Zhu, W He, T Ihara - Neural Processing Letters, 2021 - Springer
Abstract A 1–0 Bg-RRT algorithm is proposed to reduce computational time and complexity,
even in complex environments. Different from Rapidly-exploring Random Tree (RRT) and …