Modified Bacterial Foraging Optimization for Fuzzy Mean-Semivariance-Skewness Portfolio Selection.

Xinzheng Wu Aiqing Gao Xin Huang

Published in: ICSI (2020)

Keyphrases

portfolio selection
multistage stochastic
portfolio optimization
portfolio management
robust optimization
financial markets
fuzzy sets
transaction costs
particle swarm optimization pso
decision making
expert systems
fuzzy numbers