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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Bibliographic Details

Published in:	Applied soft computing Vol. 99; p. 106894
Main Authors:	Lu, Xiao-li, He, Guang
Format:	Journal Article
Language:	English
Published:	Elsevier B.V 01.02.2021
Subjects:	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 Access:	Get full text
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