Articles with "fuzzy portfolio" as a keyword



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Improving the performance of evolutionary algorithms: a new approach utilizing information from the evolutionary process and its application to the fuzzy portfolio optimization problem

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Published in 2019 at "Annals of Operations Research"

DOI: 10.1007/s10479-018-2876-1

Abstract: AbstractThis paper examines the incorporation of useful information extracted from the evolutionary process, in order to improve algorithm performance. In order to achieve this objective, we introduce an efficient method of extracting and utilizing valuable… read more here.

Keywords: fuzzy portfolio; information; portfolio optimization; evolutionary process ... See more keywords