A Hybrid Intelligent Algorithm for Optimal Birandom Portfolio Selection Problems
نویسندگان
چکیده
منابع مشابه
Chance-constrained Portfolio Selection with Birandom Returns
The aim of this paper is to solve the portfolio problem when security returns are birandom variables. Two types of portfolio selection based on chance measure are provided according to birandom theory. Since the proposed optimization problems are difficult to solve by traditional methods, a hybrid intelligent algorithm by integrating birandom simulation and genetic algorithm is designed. Finall...
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ژورنال
عنوان ژورنال: Mathematical Problems in Engineering
سال: 2014
ISSN: 1024-123X,1563-5147
DOI: 10.1155/2014/213518