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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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Detalhes bibliográficos
Publicado no:Advances in Swarm Intelligence
Main Authors: Wu, Xinzheng, Zhou, Tianwei, Qiu, Zishan
Formato: Artigo
Idioma:Inglês
Publicado em: 2020
Assuntos:
Acesso em linha: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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