Portfolio optimization of cryptocurrencies using evolutionary algorithms is a relatively recent topic in the financial literature. To optimize a green investment portfolio, this study aims to explore the virtual prospects of cryptocurrencies, specifically Bitcoin, Ethereum, and others. A portfolio of cryptocurrencies with an enhanced Firefly algorithm (EFA) is solved when combined with the Firefly algorithm and tabu search. This study contributes to the existing literature by providing an assessment of the digital asset benefits that prominent cryptocurrencies can offer within a green portfolio context.
Cryptocurrencies, Firefly algorithm, Tabu search, Portfolio optimization
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