A hybrid intelligent algorithm for optimal birandom portfolio selection problems

DOI10.1155/2014/213518zbMATH Open1407.91228OpenAlexW2113656434WikidataQ59063900 ScholiaQ59063900MaRDI QIDQ1717876FDOQ1717876

Authors: Erdal Karapınar 

Publication date: 8 February 2019

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

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

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• scientific article; zbMATH DE number 5260784

Mathematics Subject Classification ID

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

Cites Work

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

Cited In (7)

• A Hybrid Approach of Optimization and Sampling for Robust Portfolio Selection
• Chance-constrained Portfolio Selection with Birandom Returns
• Title not available (Why is that?)
• 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

Uses Software

• LGMS-FOA

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