Implementation of Density Based Spatial Clustering of Applications with Noise (DBSCAN) and Multi-objective Co-variance Based Artificial Bee Colony (M-CABC) Algorithm on Portfolio Optimization Problem

Ilham, M. and Hertono, G. and Handari, B. (2021) Implementation of Density Based Spatial Clustering of Applications with Noise (DBSCAN) and Multi-objective Co-variance Based Artificial Bee Colony (M-CABC) Algorithm on Portfolio Optimization Problem. In: Proceedings of the 1st International Conference on Islam, Science and Technology, ICONISTECH 2019, 11-12 July 2019, Bandung, Indonesia..

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Abstract

In order to prepare planned and unplanned needs in the future, investments must be made. In investing, an investor is faced with the problem of determining the number of assets and the proportion of optimal capital in each asset in building an investment portfolio. This problem is called the portfol

Item Type: Conference or Workshop Item (UNSPECIFIED)
Date Deposited: 04 Mar 2026 13:57
Last Modified: 17 Apr 2026 09:41
URI: http://eprints.eai.eu/id/eprint/32433

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