The Ant colony Pseudocode for Mean-Variance-CVaR model of Multi-Portfolio Optimization

The portfolio selection problem refers to form a good portfolio. It is complicated to choose which assets should be selected because of the doubt on their returns. In this paper we present a adaptive Mean-Variance-CVaR (MVC) model of multi-portfolio optimization . The present study uses to optimize the portfolio problem via ACO approach. To this idea, after we explain mathematical formulation of the problem, we will present a mew Simulated Pseudocode. It helps to recognize the details of the problem and finally Ant Colony procedure will propose to solve the MVC problem. ACO optimization leads to making the simplified and dependable and solvable problem.

کلیدواژه ها:

Ant colony ، Multi-objective ، portfolio optimization ، Pseudocode