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...

Celý popis

Podrobná bibliografia

Vydané v:	Engineering applications of artificial intelligence Ročník 121; s. 106004
Hlavní autori:	Song, Yingjie, Zhao, Gaoyang, Zhang, Bin, Chen, Huayue, Deng, Wuquan, Deng, Wu
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Elsevier Ltd 01.05.2023
Predmet:	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 prístup:	Získať plný text
Tagy:	Pridať tag Žiadne tagy, Buďte prvý, kto otaguje tento záznam!