A Hybrid Intelligent Algorithm for Optimal Birandom Portfolio Selection Problems
Joint Authors
Source
Mathematical Problems in Engineering
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-6, 6 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-06-24
Country of Publication
Egypt
No. of Pages
6
Main Subjects
Abstract EN
Birandom portfolio selection problems have been well developed and widely applied in recent years.
To solve these problems better, this paper designs a new hybrid intelligent algorithm which combines the improved LGMS-FOA algorithm with birandom simulation.
Since all the existing algorithms solving these problems are based on genetic algorithm and birandom simulation, some comparisons between the new hybrid intelligent algorithm and the existing algorithms are given in terms of numerical experiments, which demonstrate that the new hybrid intelligent algorithm is more effective and precise when the numbers of the objective function computations are the same.
American Psychological Association (APA)
Li, Qi& Cao, Guo-Hua& Shan, Dan. 2014. A Hybrid Intelligent Algorithm for Optimal Birandom Portfolio Selection Problems. Mathematical Problems in Engineering،Vol. 2014, no. 2014, pp.1-6.
https://search.emarefa.net/detail/BIM-455014
Modern Language Association (MLA)
Li, Qi…[et al.]. A Hybrid Intelligent Algorithm for Optimal Birandom Portfolio Selection Problems. Mathematical Problems in Engineering No. 2014 (2014), pp.1-6.
https://search.emarefa.net/detail/BIM-455014
American Medical Association (AMA)
Li, Qi& Cao, Guo-Hua& Shan, Dan. A Hybrid Intelligent Algorithm for Optimal Birandom Portfolio Selection Problems. Mathematical Problems in Engineering. 2014. Vol. 2014, no. 2014, pp.1-6.
https://search.emarefa.net/detail/BIM-455014
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-455014