Loading...

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),...

Fuld beskrivelse

Na minha lista:
Bibliografiske detaljer
Udgivet i:Advances in Swarm Intelligence
Main Authors: Wu, Xinzheng, Zhou, Tianwei, Qiu, Zishan
Format: Artigo
Sprog:Inglês
Udgivet: 2020
Fag:
Online adgang:https://ncbi.nlm.nih.gov/pmc/articles/PMC7354793/
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1007/978-3-030-53956-6_26
Tags: Tilføj Tag
Ingen Tags, Vær først til at tagge denne postø!