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An Improved MV Method for Stock Allocation Based on the State-Space Measure of Cognitive Bias with a Hybrid Algorithm.
Liwen Wang
Hecheng Wu
Gang Li
Weixue Lu
Published in:
Symmetry (2020)
Keyphrases
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hybrid algorithm
hybrid method
state space
cost function
similarity measure
initial solution
objective function
particle swarm optimization
optimization method
dynamic programming
simulated annealing
optimization algorithm
tabu search
ant colony optimization
pso algorithm
particle swarm optimization algorithm