A novel algorithm for uncertain portfolio selection.

Jih-Jeng Huang Gwo-Hshiung Tzeng Chorng-Shyong Ong

Published in: Appl. Math. Comput. (2006)

Keyphrases

computational complexity
learning algorithm
portfolio selection
dynamic programming
optimal solution
linear programming
simulated annealing
particle swarm optimization
optimization algorithm
neural network
np hard
combinatorial optimization
multi objective optimization