A Hybrid Multiobjective Bat Algorithm for Fuzzy Portfolio Optimization with Real-World Constraints.

Wei Chen Wen Xu

Published in: Int. J. Fuzzy Syst. (2019)

Keyphrases

optimization algorithm
multi objective
bi objective
neural network
dynamic programming
simulated annealing
ant colony optimization
portfolio optimization
objective function
k means
cost function
metaheuristic
convergence rate
primal dual