A Novel Hybrid ICA-FA Algorithm for Multiperiod Uncertain Portfolio Optimization Model Based on Multiple Criteria - Chen, Wei; Li, Dandan; Liu, Yong-Jun (IEEE transactions on fuzzy systems, 2019)
Keywords: Algorithms; Constraint modelling; Evolutionary algorithms; Goal programming; Heuristic methods; Imperialist competitive algorithm-firefly algorithm (ICA-FA) algorithm; Investment; Mathematical programming; multiperiod portfolio multiple criteria decision-making; Multiple criterion; Multiple objective analysis; Numerical models; Optimization; Optimization models; Portfolios; Programming; Security; uncertain variables; Uncertainty