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Artificial Bee Colony Algorithm Based on Novel Mechanism for Fuzzy Portfolio Selection.
Weifeng Gao
Hailong Sheng
Jue Wang
Shouyang Wang
Published in:
IEEE Trans. Fuzzy Syst. (2019)
Keyphrases
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portfolio selection
artificial bee colony algorithm
hybrid algorithm
particle swarm optimization algorithm
fuzzy logic
financial markets
robust optimization
multiple objectives
artificial bee colony
optimal portfolio
multi objective