Article Per Year (5 Year)
p-Index From 2019 - 2024
0.888
P-Index
This Author published in this journals
All Journal Journal of the Indonesian Mathematical Society Jurnal Matematika & Sains Prosiding SI MaNIs (Seminar Nasional Integrasi Matematika dan Nilai-Nilai Islami) Jurnal Kajian Pembelajaran Matematika MUST: Journal of Mathematics Education, Science and Technology Jurnal Pendidikan Matematika (JUDIKA EDUCATION) TAAWUN: Jurnal Pengabdian Kepada Masyarakat Jurnal ELTEK
Indana Lazulfa
Universitas Hasyim Asyari
Arts Humanities Computer Science & IT Control & Systems Engineering Education Electrical & Electronics Engineering Energy Engineering Environmental Science Languange, Linguistic, Communication & Media Mathematics Other

Published : 8 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 1 Documents
Search
Journal : Journal of the Indonesian Mathematical Society

 1 
A Firefly Algorithm for Portfolio Optimization Lazulfa, Indana
Journal of the Indonesian Mathematical Society Volume 25 Number 3 (November 2019)
Publisher : IndoMS

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.22342/jims.25.3.821.282-291

Abstract

Portfolio optimization is the process of allocating capital among a universe of assets to achieve better risk – return trade-off. Portfolio optimization is a solution for investors to get the return as large as possible and make the risk as small as possible. Due to the dynamic nature of financial markets, the portfolio needs to be rebalanced to retain the desired risk-return characteristics. This study proposed multi objective portfolio optimization model with risk, return as the objective function. For multi objective portfolio optimization problems will be used mean-variance model as risk measures. All these portfolio optimization problems will be solved by Firefly Algorithm (FA).
Co-Authors Anita Andriani Anita Andriani Arbiati Faizah Dharma Bagus Pratama Putra Dharma Bagus Pratama Putra Iftitaahul Mufarrihah Iftitaahul Mufarrihah Istiqomah Istiqomah