A fuzzy GGA-based approach to speed up the evolutionary process for diverse group stock portfolio optimization1-Reference-Cited by-同舟云学术

A fuzzy GGA-based approach to speed up the evolutionary process for diverse group stock portfolio optimization1

Published:2019-12-23 Issue:6 Volume:37 Page:7465-7479
ISSN:1064-1246
Container-title:Journal of Intelligent & Fuzzy Systems
language:
Short-container-title:IFS

Author:

Chen Chun-Hao¹,Chiang Bing-Yang²,Hong Tzung-Pei²³,Wang Ding-Chau⁴,Lin Jerry Chun-Wei⁵,Gankhuyag Munkhjargal¹

Affiliation:

1. Department of Computer Science and Information Engineering, Tamkang University, Taipei, Taiwan

2. Department of Computer Science and Engineering, National Sun Yat-sen University, Kaohsiung, Taiwan

3. Department of Computer Science and Information Engineering, National University of Kaohsiung, Kaohsiung, Taiwan

4. Department of Information Management, Southern Taiwan University of Science and Technology, Tainan, Taiwan

5. Department of Computing, Mathematics, and Physics, Western Norway University of Computer Sciences, Bergen, Norway

Publisher

IOS Press

Subject

Artificial Intelligence,General Engineering,Statistics and Probability

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4. W. Chen , D. Li and Y.J. Liu , A novel hybrid ICA-FA algorithm for multi-period uncertain portfolio optimization model based on multiple criteria, IEEE Transactions on Fuzzy Systems (2018), 1–1.

5. An approach for diverse group stock portfolio optimization using the fuzzy grouping genetic algorithm;Chen;Asian Conference on Intelligent Information and Database Systems,2018

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