A hybrid intelligent algorithm for portfolio selection problem with fuzzy returns.
Xiang LiYang ZhangHau-San WongZhongfeng QinPublished in: J. Comput. Appl. Math. (2009)
Keyphrases
- dynamic programming
- detection algorithm
- hybrid intelligent
- improved algorithm
- preprocessing
- significant improvement
- worst case
- times faster
- experimental evaluation
- computational complexity
- search space
- k means
- cost function
- np hard
- computational cost
- fuzzy logic
- learning algorithm
- high accuracy
- expectation maximization
- computationally efficient
- clustering method
- objective function
- matching algorithm
- tree structure
- mathematical model
- optimization algorithm
- theoretical analysis
- linear programming
- control system