A hybrid FA-SA algorithm for fuzzy portfolio selection with transaction costs (Q1730443)
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scientific article; zbMATH DE number 7032529
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| English | A hybrid FA-SA algorithm for fuzzy portfolio selection with transaction costs |
scientific article; zbMATH DE number 7032529 |
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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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0.8435379266738892
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0.8155311346054077
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0.8066017031669617
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