Research on intelligent algorithms for solving portfolio problems

Hongwei Wang; Lin Huo; Jinhao Feng

doi:10.1051/matecconf/202133609017

All issues

Volume 336 (2021)

MATEC Web Conf., 336 (2021) 09017

References

Open Access

Issue		MATEC Web Conf. Volume 336, 2021 2020 2^nd International Conference on Computer Science Communication and Network Security (CSCNS2020)


Article Number		09017
Number of page(s)		5
Section		Computer-Aided Advanced System and Management
DOI		https://doi.org/10.1051/matecconf/202133609017
Published online		15 February 2021

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[1] R. Sehgal, A. Mehra. Enhanced indexing using weighted conditional value at risk[J]. AOR. 280. 211-240. (2019). [Google Scholar]

[2] D.B. Huang, D.D. Zhou, Y. Wang. Comprehensive preference intensity of effective factors and CVaR integrated optimization model[J]. ORMS. 28. 24-30. (2019). [Google Scholar]

[3] F.H. Piao, Y. Zhang, Q.L. Xu, D.J. Sun. A Portfolio Model Considering Transaction Costs in Fuzzy Random Environment[J]. S&D. 51-53. (2017). [Google Scholar]

[4] M. Chen, X.C. Zhao. Mean-VaR portfolio optimization based on DEClu algorithm[J]. S. 39. 79-86. (2018) [Google Scholar]

[5] Q.H. Zhai, T. Ye, M.X. Huang et al. Whale Optimization Algorithm for Multiconstraint Second-Order Stochastic Dominance Portfolio Optimization[J]. CIN. 2020. (2020). [Google Scholar]

[6] S. Almahdi, S.Y. Yang. A constrained portfolio trading system using particle swarm algorithm and recurrent reinforcement learning[J]. ESWA. 130. 145-156. (2019). [Google Scholar]

[7] S. Mirjalili. SCA: a sine cosine algorithm for solving optimization problems[J]. KBS. 96. 120-133. (2016). [Google Scholar]

[8] S. Zhu, C. Chen. A Hybrid Particle Swarm Optimization Algorithm for Solving Cardinal Constrained Portfolio Optimization[J]. C&D. 64-67. (2016). [Google Scholar]

[9] W.Y. Guo, Y. Wang, F. Dai et al. Alternating Sine and Cosine Algorithm Based on Elite Chaotic Search Strategy[J]. C&D. 1654-1662. (2019). [Google Scholar]