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Swarm intelligence-based stochastic programming model for dynamic asset allocation.

Jing DangDavid EdelmanRonald HochreiterAnthony Brabazon
Published in: IEEE Congress on Evolutionary Computation (2010)
Keyphrases
  • swarm intelligence
  • stochastic programming
  • theoretical and empirical study
  • ant colony optimization
  • objective function
  • theoretical framework
  • multistage
  • machine learning
  • neural network