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