Credit portfolio management using two-level particle swarm optimization
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Publication:497183
DOI10.1016/j.ins.2013.03.005zbMath1321.91110OpenAlexW2131441530MaRDI QIDQ497183
Tak Kuen Siu, Wai-Ki Ching, Fu-Qiang Lu, Min Huang
Publication date: 23 September 2015
Published in: Information Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ins.2013.03.005
genetic algorithmparticle swarm optimizationcredit portfolio managementtwo-level particle swarm optimization
Approximation methods and heuristics in mathematical programming (90C59) Portfolio theory (91G10) Credit risk (91G40)
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Cites Work
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