{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/metaheuristic-approach-to-solve-portfolio","title":"Metaheuristic Approach to Solve Portfolio Selection Problem","arxiv_id":"2211.17193","date":"2022-11-10","proceeding":null,"authors":["Taylan Kabbani"],"abstract":"In this paper, a heuristic method based on TabuSearch and TokenRing Search is being used in order to solve the Portfolio Optimization Problem. The seminal mean-variance model of Markowitz is being considered with the addition of cardinality and quantity constraints to better capture the dynamics of the trading procedure, the model becomes an NP-hard problem that can not be solved using an exact method. The combination of three different neighborhood relations is being explored with Tabu Search. In addition, a new constructive method for the initial solution is proposed. Finally, I show how the proposed techniques perform on public benchmarks","url_abs":"https://arxiv.org/abs/2211.17193v1","url_pdf":"https://arxiv.org/pdf/2211.17193v1.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"metaheuristic-approach-to-solve-portfolio","repo_url":"https://github.com/taylankabbani/metaheuristic-approach-to-solve-portfolio-selection-problem","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":0,"framework":"none","reach":null}],"tasks":[{"task_slug":"portfolio-optimization","task_name":"Portfolio Optimization"}],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"syntology_url":"https://syntology.ai/paper/2211.17193","atlas_url":"https://app.syntology.ai/?focus=2211.17193","mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}