TY  - JOUR 
TI  - Resolución del problema de carteras de inversión utilizando la heurística de colonia artificial de abejas
PB  - Universidad Icesi
PY  - 2017
issn 0123-5923
AB  - The present article solves the classic problem of optimization of investment portfolios, using the model ofaverage-variance and proposing a way to calculate the volatility through the generalized autoregressiveconditional heteroskedasticity (GARCH) models. The problem is solved through a bio-inspired metaheu-ristic, called artificial bee colony (ABC), whose objective is to reduce the computational execution timespresent in other solutions. The results were counteracted by a previous work, solved with Lagrange mul-tipliers, finding a similar investment boundary, but with a notably lower reduction in execution time.Finally, reference is made to future work within the area of computer finance.
KW  - Optimización
KW  - Inversión
KW  - Volatilidad
KW  - Economía
KW  - Finanzas
KW  - Modelos Garch
UR  - https://www.icesi.edu.co/revistas/index.php/estudios_gerenciales/article/view/2720/3333
ER  -