Multiple strategies based Grey Wolf Optimizer for feature selection in performance evaluation of open-ended funds

The methods for selecting the features in evaluating fund performance rely heavily on traditional statistics, which can potentially lead to excessive data dimensions in a multi-dimensional context. Grey Wolf Optimizer (GWO), a swarm intelligence optimization algorithm with its simple structure and f...

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Vydané v:	Swarm and evolutionary computation Ročník 86; s. 101518
Hlavní autori:	Chang, Dan, Rao, Congjun, Xiao, Xinping, Hu, Fuyan, Goh, Mark
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Elsevier B.V 01.04.2024
Predmet:	Feature selection Fund performance Grey Wolf Optimizer Multi-strategy Fund performance Feature selection Grey Wolf Optimizer Multi-strategy
ISSN:	2210-6502
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