Multi-objective stock market portfolio selection using multi-stage stochastic programming with a harmony search algorithm
Author:
Publisher
Springer Science and Business Media LLC
Subject
Artificial Intelligence,Software
Link
https://link.springer.com/content/pdf/10.1007/s00521-022-07686-4.pdf
Reference42 articles.
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2. AlHalaseh RHS, Islam A, Bakar R (2019) An extended stochastic goal mixed integer programming for optimal portfolio selection in the amman stock exchange. Int J Financ Res 10(2)
3. Bali SK, Munagala S, Gundavarapu VNK (2019) Harmony search algorithm and combined index-based optimal reallocation of generators in a deregulated power system. Neural Comput Appl 31:1949–1957
4. Bhattacharyya R, Hossain SA, Kar S (2014) Fuzzy cross-entropy, mean, variance, skewness models for portfolio selection. J King Saud Univ-Comput Inf Sci 26(1):79–87
5. Cavalcante RC, Brasileiro RC, Souza VL, Nobrega JP, Oliveira AL (2016) Computational intelligence and financial markets: a survey and future directions. Expert Syst Appl 55:194–211
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