A hybrid intelligent algorithm for optimal birandom portfolio selection problems

DOI10.1155/2014/213518MaRDI QIDQ1717876zbMATH OpenOpenAlexWikidataFDO

Authors Erdal Karapınar

Publication date 8 February 2019

Published in Mathematical Problems in Engineering (Search for Journal in Brave)

Copyright license Creative Commons Attribution 3.0 Unported

Full work available at URL https://doi.org/10.1155/2014/213518

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59) Portfolio theory (91G10) Stochastic programming (90C15) Financial applications of other theories (91G80)

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Cites work

• Chance-constrained Portfolio Selection with Birandom Returns
• LGMS-FOA: an improved fruit fly optimization algorithm for solving optimization problems
• Neural network for solving convex quadratic bilevel programming problems
• One Type of Optimal Portfolio Selection in Birandom Environments
• The effect of exit strategy on optimal portfolio selection with birandom returns

Cited in

(7)

• A Hybrid Approach of Optimization and Sampling for Robust Portfolio Selection
• Chance-constrained Portfolio Selection with Birandom Returns
• scientific article; zbMATH DE number 5260784 (Why is no real title available?)
• Mixed Tabu machine for portfolio optimization problem
• A hybrid intelligent algorithm for portfolio selection problem with fuzzy returns
• A hybrid algorithm for portfolio selection: an application on the Dow Jones Index (DJI)
• One Type of Optimal Portfolio Selection in Birandom Environments

Describes a project that uses

Uses Software

• LGMS-FOA

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