An improved QPSO algorithm and its application in fuzzy portfolio model with constraints
An improved QPSO algorithm and its application in fuzzy portfolio model with constraints
About this item
Full title
Author / Creator
He, Guang and Lu, Xiao-li
Publisher
Berlin/Heidelberg: Springer Berlin Heidelberg
Journal title
Language
English
Formats
Publication information
Publisher
Berlin/Heidelberg: Springer Berlin Heidelberg
Subjects
More information
Scope and Contents
Contents
Aiming at the shortcomings of quantum-behaved particle swarm optimization algorithm (QPSO), an improved quantum-behaved particle swarm optimization algorithm (IQPSO) is put forward, and the improved algorithm is applied in solving a kind of fuzzy portfolio selection problems. Firstly, a kind of portfolio models with fuzzy return rates and backgroun...
Alternative Titles
Full title
An improved QPSO algorithm and its application in fuzzy portfolio model with constraints
Authors, Artists and Contributors
Author / Creator
Identifiers
Primary Identifiers
Record Identifier
TN_cdi_proquest_journals_2918047838
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_2918047838
Other Identifiers
ISSN
1432-7643
E-ISSN
1433-7479
DOI
10.1007/s00500-021-05688-3
