QPSO algorithm based on Lévy flight and its application in fuzzy portfolio

To solve constrained portfolio selection model effectively, an improved quantum-behaved particle swarm optimization algorithm(LQPSO) is presented. Firstly, considering its practicality in real dealing process, a class of fuzzy portfolio models with transaction costs and background risk is establishe...

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Veröffentlicht in:	Applied soft computing Jg. 99; S. 106894
Hauptverfasser:	Lu, Xiao-li, He, Guang
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	Elsevier B.V 01.02.2021
Schlagworte:	Contraction-expansion coefficient Fuzzy portfolio model Lévy flight Quantum-behaved particle swarm optimization algorithm Transaction cost Transaction cost Contraction-expansion coefficient Fuzzy portfolio model Quantum-behaved particle swarm optimization algorithm Lévy flight
ISSN:	1568-4946, 1872-9681
Online-Zugang:	Volltext
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