A Parallel Hybrid Intelligent Algorithm for Fuzzy Mean-CVaR Portfolio Model.
Chen LiZhonghua LuYonghong HuFang LiuJue WangPublished in: HPCC/SmartCity/DSS (2017)
Keyphrases
- mathematical model
- hybrid intelligent
- objective function
- probabilistic model
- cost function
- theoretical analysis
- recognition algorithm
- classification algorithm
- input data
- bayesian framework
- k means
- algorithm employs
- learning algorithm
- optimal solution
- selection algorithm
- parallel implementation
- dynamic programming
- detection algorithm
- estimation algorithm
- simulated annealing
- em algorithm
- portfolio optimization
- parameter estimation
- parallel processing
- tree structure
- energy function
- np hard
- search space
- computational complexity
- decision trees