Open AccessMulti-period Robust Portfolio Selection Model with Bat Algorithm
Author(s) -
Xing Yu
Publication year - 2017
Publication title -
international journal of control and automation
Language(s) - Uncategorized
Resource type - Journals
eISSN - 2207-6387
pISSN - 2005-4297
DOI - 10.14257/ijca.2017.10.5.03
Subject(s) - portfolio , selection (genetic algorithm) , period (music) , computer science , algorithm , mathematical optimization , artificial intelligence , mathematics , economics , financial economics , philosophy , aesthetics