An enhanced distributed differential evolution algorithm for portfolio optimization problems

The population structure of differential evolution (DE) algorithm cannot maintain the diversity of the population to the greatest extent and help the population avoid to fall into the local optima in time. In this paper, a co-evolutionary multi-swarm adaptive differential evolution algorithm, namely...

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Vydáno v:	Engineering applications of artificial intelligence Ročník 121; s. 106004
Hlavní autoři:	Song, Yingjie, Zhao, Gaoyang, Zhang, Bin, Chen, Huayue, Deng, Wuquan, Deng, Wu
Médium:	Journal Article
Jazyk:	angličtina
Vydáno:	Elsevier Ltd 01.05.2023
Témata:	Adaptive differential evolution algorithm Fuzzy c-means clustering algorithm Multi-population parallel distribution structure Parallel search Portfolio optimization Portfolio optimization Adaptive differential evolution algorithm Fuzzy c-means clustering algorithm Parallel search Multi-population parallel distribution structure
ISSN:	0952-1976, 1873-6769
On-line přístup:	Získat plný text
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