A Novel Hybrid ICA-FA Algorithm for Multiperiod Uncertain Portfolio Optimization Model Based on Multiple Criteria.
Wei ChenDandan LiYong-Jun LiuPublished in: IEEE Trans. Fuzzy Syst. (2019)
Keyphrases
- learning algorithm
- dynamic programming
- multiple criteria
- simulated annealing
- cost function
- search space
- np hard
- linear programming
- optimization algorithm
- independent component analysis
- k means
- probabilistic model
- genetic algorithm
- optimization problems
- particle swarm optimization
- optimal solution
- bi objective
- portfolio optimization