A hybrid intelligent algorithm for portfolio selection problem with fuzzy returns
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Publication:732131
DOI10.1016/j.cam.2009.07.019zbMath1180.91307OpenAlexW2010969505MaRDI QIDQ732131
Zhongfeng Qin, Xiang Li, Yang Zhang, Hau-San Wong
Publication date: 9 October 2009
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2009.07.019
neural networksimulated annealingportfolio selectioncredibility measurefuzzy variablefuzzy simulation
Numerical methods (including Monte Carlo methods) (91G60) Learning and adaptive systems in artificial intelligence (68T05) Theory of fuzzy sets, etc. (03E72) Portfolio theory (91G10)
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