The Application of Imperialist Competitive Algorithm for Fuzzy Random Portfolio Selection Problem
نویسندگان
چکیده
منابع مشابه
The Application of Imperialist Competitive Algorithm for Fuzzy Random Portfolio Selection Problem
This paper presents an implementation of the Imperialist Competitive Algorithm (ICA) for solving the fuzzy random portfolio selection problem where the asset returns are represented by fuzzy random variables. Portfolio Optimization is an important research field in modern finance. By using the necessity-based model, fuzzy random variables reformulate to the linear programming and ICA will be de...
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ژورنال
عنوان ژورنال: International Journal of Computer Applications
سال: 2013
ISSN: 0975-8887
DOI: 10.5120/13767-1618