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Biogeography-Based Optimization of the Portfolio Optimization Problem with Second Order Stochastic Dominance Constraints.
Tao Ye
Ziqiang Yang
Siling Feng
Published in:
Algorithms (2017)
Keyphrases
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stochastic dominance
biogeography based optimization
fuzzy random variables
random variables
differential evolution
evolutionary algorithm
genetic algorithm
multi objective
graphical models
recently developed
constrained optimization