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Bacterial Foraging Optimization Based on Levy Flight for Fuzzy Portfolio Optimization
In this paper, a new kind of bacterial foraging optimization that combines with levy flight (LBFO) is employed to solve a novel portfolio optimization (PO) problem with fuzzy variables and modified mean-semivariance model which includes the transaction fee (including the purchase fee and sell fee),...
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| Published in: | Advances in Swarm Intelligence |
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| Main Authors: | , , |
| Format: | Artigo |
| Language: | Inglês |
| Published: |
2020
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| Subjects: | |
| Online Access: | https://ncbi.nlm.nih.gov/pmc/articles/PMC7354793/ https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1007/978-3-030-53956-6_26 |
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