Improved multiobjective bat algorithm for the credibilistic multiperiod mean-VaR portfolio optimization problem.
Manrui JiangWeiyi LiuWen XuWei ChenPublished in: Soft Comput. (2021)
Keyphrases
- improved algorithm
- multi objective
- optimization algorithm
- significant improvement
- detection algorithm
- particle swarm optimization
- dynamic programming
- np hard
- cost function
- learning algorithm
- worst case
- computational intelligence
- expectation maximization
- computational complexity
- multiobjective genetic algorithm
- computational cost
- bi objective
- k means
- search space
- optimal solution