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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Bibliographic Details

Published in:	Engineering applications of artificial intelligence Vol. 121; p. 106004
Main Authors:	Song, Yingjie, Zhao, Gaoyang, Zhang, Bin, Chen, Huayue, Deng, Wuquan, Deng, Wu
Format:	Journal Article
Language:	English
Published:	Elsevier Ltd 01.05.2023
Subjects:	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
Online Access:	Get full text
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