Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem
Year of publication: |
2015
|
---|---|
Authors: | Chen, Wei |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 429.2015, C, p. 125-139
|
Publisher: |
Elsevier |
Subject: | Fuzzy portfolio optimization | Semiabsolute deviation | Cardinality constraint | Artificial bee colony algorithm | Heuristics |
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