A hybrid FA-SA algorithm for fuzzy portfolio selection with transaction costs (Q1730443): Difference between revisions

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Latest revision as of 14:12, 18 July 2024

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A hybrid FA-SA algorithm for fuzzy portfolio selection with transaction costs
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    A hybrid FA-SA algorithm for fuzzy portfolio selection with transaction costs (English)
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    6 March 2019
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    portfolio rebalancing
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    possibility theory
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    fuzzy variables
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    transaction costs
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    firefly algorithm
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    simulated annealing algorithm
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