An Intelligent Parallel Hybrid Algorithm for Multi-Objective Multi-Period Portfolio Selection Models with Fuzzy Random Returns.
Chen LiYulei WuZhonghua LuYonghong HuPublished in: ISPA/BDCloud/SocialCom/SustainCom (2019)
Keyphrases
- hybrid algorithm
- multi objective
- portfolio selection
- multi period
- particle swarm optimization
- simulated annealing
- evolutionary algorithm
- genetic algorithm
- multi objective optimization
- optimal solution
- multiple objectives
- tabu search
- optimization method
- integer programming
- differential evolution
- historical data
- fuzzy numbers
- ant colony optimization
- multi criteria
- routing problem
- optimization algorithm