@article {katsikis2020time,
	title = {Time-varying minimum-cost portfolio insurance under transaction costs problem via Beetle Antennae Search Algorithm (BAS)},
	journal = {Applied Mathematics and Computation},
	volume = {385},
	year = {2020},
	pages = {125453},
	publisher = {Elsevier},
	author = {Vasilios N. Katsikis and Spyridon D. Mourtas and Predrag S. Stanimirovi{\'c} and Shuai Li and Cao, Xinwei}
}
