%0 Journal Article 
%T Resolución del problema de carteras de inversión utilizando la heurística de colonia artificial de abejas
%D 2017
%@ 0123-5923
%U https://www.icesi.edu.co/revistas/index.php/estudios_gerenciales/article/view/2720/3333
%X 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.
%K Optimización
%K Inversión
%K Volatilidad
%K Economía
%K Finanzas
%K Modelos Garch
%~ GOEDOC, SUB GOETTINGEN