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Research outputs

Time-Varying Mean-Variance Portfolio Selection under Transaction Costs and Cardinality Constraint Problem via Beetle Antennae Search Algorithm (BAS)   [2021]

Katsikis, Vasilios N.; Mourtas, Spyridon D.; Stanimirović, Predrag S.  ; Li, Shuai; Cao, Xinwei

A Low-Cost Alternating Projection Approach for a Continuous Formulation of Convex and Cardinality Constrained Optimization   [2023]

Krejić Nataša  ; Krulikovski E.H.M.; Raydan M.

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