A Hybrid Intelligent Algorithm for Optimal Birandom Portfolio Selection Problems

Qi Li, Guo-Hua Cao and Dan Shan

Mathematical Problems in Engineering, 2014, vol. 2014, 1-6

Abstract:

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.

Date: 2014
References: Add references at CitEc
Citations:

Downloads: (external link)
http://downloads.hindawi.com/journals/MPE/2014/213518.pdf (application/pdf)
http://downloads.hindawi.com/journals/MPE/2014/213518.xml (text/xml)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:213518

DOI: 10.1155/2014/213518

Access Statistics for this article

More articles in Mathematical Problems in Engineering from Hindawi
Bibliographic data for series maintained by Mohamed Abdelhakeem ().