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Modified Bacterial Foraging Optimization for Fuzzy Mean-Semivariance-Skewness Portfolio Selection
In this paper, a novel bacterial foraging optimization with decreasing chemotaxis step combined with sine function is employed to solve a fuzzy portfolio optimization with a modified mean-semivariance-skewness model which includes the transaction fee and no short sales. First of all, a decreasing ch...
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| Publicado no: | Advances in Swarm Intelligence |
|---|---|
| Main Authors: | , , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
2020
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC7354780/ https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1007/978-3-030-53956-6_30 |
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