A hybrid intelligent algorithm for optimal birandom portfolio selection problems

DOI10.1155/2014/213518zbMath1407.91228OpenAlexW2113656434WikidataQ59063900 ScholiaQ59063900MaRDI QIDQ1717876

Erdal Karapınar

Publication date: 8 February 2019

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/213518

Mathematics Subject Classification ID

Stochastic programming (90C15) Approximation methods and heuristics in mathematical programming (90C59) Financial applications of other theories (91G80) Portfolio theory (91G10)

Uses Software

• LGMS-FOA

Cites Work

• LGMS-FOA: an improved fruit fly optimization algorithm for solving optimization problems
• Neural network for solving convex quadratic bilevel programming problems
• The effect of exit strategy on optimal portfolio selection with birandom returns
• Chance-constrained Portfolio Selection with Birandom Returns
• One Type of Optimal Portfolio Selection in Birandom Environments

This page was built for publication: A hybrid intelligent algorithm for optimal birandom portfolio selection problems