An improved QPSO algorithm and its application in fuzzy portfolio model with constraints
Aiming at the shortcomings of quantum-behaved particle swarm optimization algorithm (QPSO), an improved quantum-behaved particle swarm optimization algorithm (IQPSO) is put forward, and the improved algorithm is applied in solving a kind of fuzzy portfolio selection problems. Firstly, a kind of port...
Uloženo v:
| Vydáno v: | Soft computing (Berlin, Germany) Ročník 25; číslo 12; s. 7695 - 7706 |
|---|---|
| Hlavní autoři: | , |
| Médium: | Journal Article |
| Jazyk: | angličtina |
| Vydáno: |
Berlin/Heidelberg
Springer Berlin Heidelberg
01.06.2021
Springer Nature B.V |
| Témata: | |
| ISSN: | 1432-7643, 1433-7479 |
| On-line přístup: | Získat plný text |
| Tagy: |
Přidat tag
Žádné tagy, Buďte první, kdo vytvoří štítek k tomuto záznamu!
|
| Abstract | Aiming at the shortcomings of quantum-behaved particle swarm optimization algorithm (QPSO), an improved quantum-behaved particle swarm optimization algorithm (IQPSO) is put forward, and the improved algorithm is applied in solving a kind of fuzzy portfolio selection problems. Firstly, a kind of portfolio models with fuzzy return rates and background risk is established followed by some necessary preparations of fuzzy theory. Then, in the improved algorithm, hybrid probability distribution strategy and contraction–expansion coefficient with nonlinear structure are chosen to enhance particle’s exploration ability, and premature prevention mechanism is used to maintain population diversity. Furthermore, the experimental results on 16 benchmark functions show that IQPSO has better convergence and robustness than PSO with inertia weight, QPSO and QPSO with a hybrid probability distribution in most cases. Finally, when solving a fuzzy portfolio model, IQPSO provides comparable and superior results compared with the other metaheuristics. |
|---|---|
| AbstractList | Aiming at the shortcomings of quantum-behaved particle swarm optimization algorithm (QPSO), an improved quantum-behaved particle swarm optimization algorithm (IQPSO) is put forward, and the improved algorithm is applied in solving a kind of fuzzy portfolio selection problems. Firstly, a kind of portfolio models with fuzzy return rates and background risk is established followed by some necessary preparations of fuzzy theory. Then, in the improved algorithm, hybrid probability distribution strategy and contraction–expansion coefficient with nonlinear structure are chosen to enhance particle’s exploration ability, and premature prevention mechanism is used to maintain population diversity. Furthermore, the experimental results on 16 benchmark functions show that IQPSO has better convergence and robustness than PSO with inertia weight, QPSO and QPSO with a hybrid probability distribution in most cases. Finally, when solving a fuzzy portfolio model, IQPSO provides comparable and superior results compared with the other metaheuristics. |
| Author | He, Guang Lu, Xiao-li |
| Author_xml | – sequence: 1 givenname: Guang surname: He fullname: He, Guang email: heguang6896@163.com organization: College of Mathematics and Statistics, Chongqing Technology and Business University – sequence: 2 givenname: Xiao-li surname: Lu fullname: Lu, Xiao-li organization: Research Center for Economy of Upper Reaches of the Yangtze River, Chongqing Technology and Business University |
| BookMark | eNp9kF1LwzAUhoNMcJv-Aa8CXldPk7ZpLsfwCwZTVPAuhLSdGW1Sk0zZfr3ZKghe7Ork4nlyzvtO0MhYUyN0mcJ1CsBuPEAOkABJE8iLskzoCRqnGaUJyxgfHd4kYUVGz9DE-zVEkuV0jN5nBuuud_arrvDz08sSy3ZlnQ4fHZamwjp4LPu-1UoGbSNrcLPZ7ba4ty40ttUWd7aqW_wdFays8cFJbYI_R6eNbH198Tun6O3u9nX-kCyW94_z2SJRNOUhKYFLllekyZgiVcHTishMZoyoAqqS1CAbFmMozqQqCAVJqMx5BlLmlHOS0ym6Gv6NGT43tQ9ibTfOxJWC8LSEjJW0jFQ5UMpZ713dCKXDIdH-3FakIPY9iqFHEdsRhx4FjSr5p_ZOd9Jtj0t0kHyEzap2f1cdsX4APLCG_g |
| CitedBy_id | crossref_primary_10_1016_j_engappai_2024_109298 crossref_primary_10_1007_s12597_023_00685_6 crossref_primary_10_1007_s41660_022_00258_y crossref_primary_10_3389_feart_2023_1098872 crossref_primary_10_1007_s00500_023_09030_x crossref_primary_10_1016_j_engappai_2023_106861 crossref_primary_10_1016_j_eswa_2022_118339 crossref_primary_10_1016_j_eswa_2023_120027 crossref_primary_10_1016_j_future_2024_04_008 crossref_primary_10_3390_pr10020287 crossref_primary_10_1109_ACCESS_2022_3188276 |
| Cites_doi | 10.1057/palgrave.jors.2601648 10.1016/j.econmod.2009.08.008 10.1109/4235.985692 10.1007/s12652-019-01242-0 10.1016/j.cnsns.2016.08.001 10.1016/j.snb.2017.12.026 10.1016/j.jbankfin.2007.07.009 10.1016/j.patcog.2016.09.013 10.1016/j.ins.2007.01.030 10.1016/j.advengsoft.2013.12.007 10.1016/j.insmatheco.2007.01.015 10.1016/S0165-0114(00)00043-9 10.1080/0952813X.2015.1042530 10.1016/j.asoc.2017.03.018 10.1002/(SICI)1099-0747(199812)14:4<275::AID-ASM364>3.0.CO;2-P 10.1016/j.knosys.2011.07.001 10.1007/s00521-019-04210-z 10.1162/EVCO_a_00049 10.1109/ICNN.1995.488968 10.1016/j.amc.2012.07.010 10.1016/j.amc.2014.01.028 |
| ContentType | Journal Article |
| Copyright | The Author(s), under exclusive licence to Springer-Verlag GmbH, DE part of Springer Nature 2021 The Author(s), under exclusive licence to Springer-Verlag GmbH, DE part of Springer Nature 2021. |
| Copyright_xml | – notice: The Author(s), under exclusive licence to Springer-Verlag GmbH, DE part of Springer Nature 2021 – notice: The Author(s), under exclusive licence to Springer-Verlag GmbH, DE part of Springer Nature 2021. |
| DBID | AAYXX CITATION 8FE 8FG AFKRA ARAPS AZQEC BENPR BGLVJ CCPQU DWQXO GNUQQ HCIFZ JQ2 K7- P5Z P62 PHGZM PHGZT PKEHL PQEST PQGLB PQQKQ PQUKI PRINS |
| DOI | 10.1007/s00500-021-05688-3 |
| DatabaseName | CrossRef ProQuest SciTech Collection ProQuest Technology Collection ProQuest Central UK/Ireland Advanced Technologies & Computer Science Collection ProQuest Central Essentials ProQuest Central Technology collection ProQuest One Community College ProQuest Central ProQuest Central Student SciTech Premium Collection ProQuest Computer Science Collection Computer Science Database Advanced Technologies & Aerospace Database ProQuest Advanced Technologies & Aerospace Collection ProQuest Central Premium ProQuest One Academic (New) ProQuest One Academic Middle East (New) ProQuest One Academic Eastern Edition (DO NOT USE) ProQuest One Applied & Life Sciences ProQuest One Academic (retired) ProQuest One Academic UKI Edition ProQuest Central China |
| DatabaseTitle | CrossRef Advanced Technologies & Aerospace Collection Computer Science Database ProQuest Central Student Technology Collection ProQuest One Academic Middle East (New) ProQuest Advanced Technologies & Aerospace Collection ProQuest Central Essentials ProQuest Computer Science Collection ProQuest One Academic Eastern Edition SciTech Premium Collection ProQuest One Community College ProQuest Technology Collection ProQuest SciTech Collection ProQuest Central China ProQuest Central Advanced Technologies & Aerospace Database ProQuest One Applied & Life Sciences ProQuest One Academic UKI Edition ProQuest Central Korea ProQuest Central (New) ProQuest One Academic ProQuest One Academic (New) |
| DatabaseTitleList | Advanced Technologies & Aerospace Collection |
| Database_xml | – sequence: 1 dbid: P5Z name: Advanced Technologies & Aerospace Database url: https://search.proquest.com/hightechjournals sourceTypes: Aggregation Database |
| DeliveryMethod | fulltext_linktorsrc |
| Discipline | Engineering Computer Science |
| EISSN | 1433-7479 |
| EndPage | 7706 |
| ExternalDocumentID | 10_1007_s00500_021_05688_3 |
| GrantInformation_xml | – fundername: Chongqing Municipal Education Commission grantid: KJ1500631 funderid: http://dx.doi.org/10.13039/501100007957 – fundername: Chongqing Basic and Frontier Research Project grantid: No.cstc2020jcyj-msxm3740; No.cstc2020jcyj-msxm3651 funderid: http://dx.doi.org/10.13039/501100012457 – fundername: Doctoral Research Project of Chongqing Technology and Business University grantid: No.2015-56-08 – fundername: Youth Project of Chongqing Technology and Business University grantid: No.1552004 |
| GroupedDBID | -5B -5G -BR -EM -Y2 -~C .86 .VR 06D 0R~ 0VY 1N0 1SB 203 29~ 2J2 2JN 2JY 2KG 2LR 2P1 2VQ 2~H 30V 4.4 406 408 409 40D 40E 5VS 67Z 6NX 8TC 8UJ 95- 95. 95~ 96X AAAVM AABHQ AACDK AAHNG AAIAL AAJBT AAJKR AANZL AARHV AARTL AASML AATNV AATVU AAUYE AAWCG AAYIU AAYQN AAYTO AAYZH ABAKF ABBBX ABBXA ABDZT ABECU ABFTD ABFTV ABHLI ABHQN ABJNI ABJOX ABKCH ABKTR ABMNI ABMQK ABNWP ABQBU ABQSL ABSXP ABTEG ABTHY ABTKH ABTMW ABULA ABWNU ABXPI ACAOD ACBXY ACDTI ACGFS ACHSB ACHXU ACKNC ACMDZ ACMLO ACOKC ACOMO ACPIV ACSNA ACZOJ ADHHG ADHIR ADINQ ADKNI ADKPE ADRFC ADTPH ADURQ ADYFF ADZKW AEBTG AEFQL AEGAL AEGNC AEJHL AEJRE AEKMD AEMSY AENEX AEOHA AEPYU AESKC AETLH AEVLU AEXYK AFBBN AFGCZ AFKRA AFLOW AFQWF AFWTZ AFZKB AGAYW AGDGC AGGDS AGJBK AGMZJ AGQEE AGQMX AGRTI AGWIL AGWZB AGYKE AHAVH AHBYD AHSBF AHYZX AIAKS AIGIU AIIXL AILAN AITGF AJBLW AJRNO AJZVZ ALMA_UNASSIGNED_HOLDINGS ALWAN AMKLP AMXSW AMYLF AMYQR AOCGG ARAPS ARMRJ ASPBG AVWKF AXYYD AYJHY AZFZN B-. BA0 BDATZ BENPR BGLVJ BGNMA BSONS CAG CCPQU COF CS3 CSCUP DDRTE DL5 DNIVK DPUIP DU5 EBLON EBS EIOEI EJD ESBYG FEDTE FERAY FFXSO FIGPU FINBP FNLPD FRRFC FSGXE FWDCC GGCAI GGRSB GJIRD GNWQR GQ6 GQ7 GQ8 GXS H13 HCIFZ HF~ HG5 HG6 HMJXF HQYDN HRMNR HVGLF HZ~ I09 IHE IJ- IKXTQ IWAJR IXC IXD IXE IZIGR IZQ I~X I~Z J-C J0Z JBSCW JCJTX JZLTJ K7- KDC KOV LAS LLZTM M4Y MA- N2Q NB0 NPVJJ NQJWS NU0 O9- O93 O9J OAM P2P P9P PF0 PT4 PT5 QOS R89 R9I RIG RNI ROL RPX RSV RZK S16 S1Z S27 S3B SAP SDH SEG SHX SISQX SJYHP SNE SNPRN SNX SOHCF SOJ SPISZ SRMVM SSLCW STPWE SZN T13 TSG TSK TSV TUC U2A UG4 UOJIU UTJUX UZXMN VC2 VFIZW W23 W48 WK8 YLTOR Z45 Z5O Z7R Z7X Z7Y Z7Z Z81 Z83 Z88 ZMTXR AAPKM AAYXX ABBRH ABDBE ABFSG ABRTQ ACSTC ADHKG ADKFA AEZWR AFDZB AFFHD AFHIU AFOHR AGQPQ AHPBZ AHWEU AIXLP ATHPR AYFIA CITATION PHGZM PHGZT PQGLB 8FE 8FG AZQEC DWQXO GNUQQ JQ2 P62 PKEHL PQEST PQQKQ PQUKI PRINS |
| ID | FETCH-LOGICAL-c319t-809a75d2f47c2d691d2a4a472c60d82e0af7433c97ac6230a23a5940aa5399253 |
| IEDL.DBID | P5Z |
| ISICitedReferencesCount | 12 |
| ISICitedReferencesURI | http://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=Summon&SrcAuth=ProQuest&DestLinkType=CitingArticles&DestApp=WOS_CPL&KeyUT=000625619100002&url=https%3A%2F%2Fcvtisr.summon.serialssolutions.com%2F%23%21%2Fsearch%3Fho%3Df%26include.ft.matches%3Dt%26l%3Dnull%26q%3D |
| ISSN | 1432-7643 |
| IngestDate | Wed Nov 05 02:21:08 EST 2025 Tue Nov 18 22:00:34 EST 2025 Sat Nov 29 03:36:08 EST 2025 Fri Feb 21 02:48:20 EST 2025 |
| IsPeerReviewed | true |
| IsScholarly | true |
| Issue | 12 |
| Keywords | Fuzzy return rate Hybrid distribution Quantum-behaved particle swarm optimization algorithm Contraction–expansion coefficient Background risk |
| Language | English |
| LinkModel | DirectLink |
| MergedId | FETCHMERGED-LOGICAL-c319t-809a75d2f47c2d691d2a4a472c60d82e0af7433c97ac6230a23a5940aa5399253 |
| Notes | ObjectType-Article-1 SourceType-Scholarly Journals-1 ObjectType-Feature-2 content type line 14 |
| PQID | 2918047838 |
| PQPubID | 2043697 |
| PageCount | 12 |
| ParticipantIDs | proquest_journals_2918047838 crossref_citationtrail_10_1007_s00500_021_05688_3 crossref_primary_10_1007_s00500_021_05688_3 springer_journals_10_1007_s00500_021_05688_3 |
| PublicationCentury | 2000 |
| PublicationDate | 20210600 2021-06-00 20210601 |
| PublicationDateYYYYMMDD | 2021-06-01 |
| PublicationDate_xml | – month: 6 year: 2021 text: 20210600 |
| PublicationDecade | 2020 |
| PublicationPlace | Berlin/Heidelberg |
| PublicationPlace_xml | – name: Berlin/Heidelberg – name: Heidelberg |
| PublicationSubtitle | A Fusion of Foundations, Methodologies and Applications |
| PublicationTitle | Soft computing (Berlin, Germany) |
| PublicationTitleAbbrev | Soft Comput |
| PublicationYear | 2021 |
| Publisher | Springer Berlin Heidelberg Springer Nature B.V |
| Publisher_xml | – name: Springer Berlin Heidelberg – name: Springer Nature B.V |
| References | He, Huang (CR7) 2014; 232 Hamza, Janssen (CR5) 1998; 14 He, Huang (CR6) 2012; 219 Pan (CR17) 2012; 26 Mohadeseh, Hossein, Malihe (CR16) 2012; 4 Cai, Teo, Yang (CR2) 2004; 55 Clerc, Kennedy (CR4) 2002; 6 Sun, Feng, Xu (CR20) 2004; 1 Sun, Fang, Wu (CR24) 2012; 20 Zhang, Wang, Chen (CR31) 2007; 177 Carlsson, Fuller (CR3) 2001; 122 Yang, Wu (CR29) 2020; 32 Markowitz (CR13) 1952; 7 Meng, Gao, Lu (CR14) 2016; 28 Sun, Xu, Feng (CR21) 2004; 1 Baptista (CR1) 2008; 32 Zhang, Xiao, Xu (CR32) 2010; 27 Wang, Shi (CR26) 2019; 36 Mirjalili, Mirjalili, Lewis (CR15) 2014; 69 Sun, Xu, Liu (CR22) 2005; 3612 CR8 Zhang (CR30) 2020; 11 CR27 Sun, Xu, Fang (CR23) 2006; 4099 Yang (CR28) 2010; 284 Li, Bai, Jiao (CR10) 2017; 56 Li, Jiao, Zhao (CR9) 2017; 63 Parsopoulos, Vrahatis (CR18) 2002; 76 Tsanakas (CR25) 2008; 42 Shi, Obaiahnahatti (CR19) 1998; 6 Luo, Jia, Qiao (CR12) 2017; 259 Liu, Jiao, Ma (CR11) 2016; 44 YJ Wang (5688_CR26) 2019; 36 ZL Yang (5688_CR29) 2020; 32 S Mohadeseh (5688_CR16) 2012; 4 J Sun (5688_CR20) 2004; 1 F Hamza (5688_CR5) 1998; 14 HX Luo (5688_CR12) 2017; 259 AM Baptista (5688_CR1) 2008; 32 H Markowitz (5688_CR13) 1952; 7 X Cai (5688_CR2) 2004; 55 LL Li (5688_CR9) 2017; 63 K Parsopoulos (5688_CR18) 2002; 76 S Mirjalili (5688_CR15) 2014; 69 WT Pan (5688_CR17) 2012; 26 J Sun (5688_CR24) 2012; 20 G He (5688_CR7) 2014; 232 F Zhang (5688_CR30) 2020; 11 YY Li (5688_CR10) 2017; 56 5688_CR27 XS Yang (5688_CR28) 2010; 284 TY Liu (5688_CR11) 2016; 44 XB Meng (5688_CR14) 2016; 28 J Sun (5688_CR23) 2006; 4099 A Tsanakas (5688_CR25) 2008; 42 G He (5688_CR6) 2012; 219 C Carlsson (5688_CR3) 2001; 122 M Clerc (5688_CR4) 2002; 6 J Sun (5688_CR22) 2005; 3612 WG Zhang (5688_CR32) 2010; 27 5688_CR8 WG Zhang (5688_CR31) 2007; 177 J Sun (5688_CR21) 2004; 1 YH Shi (5688_CR19) 1998; 6 |
| References_xml | – volume: 6 start-page: 69 year: 1998 end-page: 73 ident: CR19 article-title: A modified particle swarm optimizer publication-title: IEEE Conf Evol Comput – volume: 55 start-page: 65 year: 2004 end-page: 72 ident: CR2 article-title: Minimax portfolio optimization: empirical numerical study publication-title: J Oper Res Soc doi: 10.1057/palgrave.jors.2601648 – volume: 36 start-page: 1755 issue: 10 year: 2019 end-page: 1767 ident: CR26 article-title: Jumping dolphin swarm algorithm publication-title: Control Theory Appl – volume: 27 start-page: 208 issue: 1 year: 2010 end-page: 213 ident: CR32 article-title: A possibilistic portfolio adjusting model with new added assets publication-title: Econ Model doi: 10.1016/j.econmod.2009.08.008 – volume: 6 start-page: 58 issue: 1 year: 2002 end-page: 73 ident: CR4 article-title: The particle swarm-explosion, stability and convergence in a multidimensional complex space publication-title: IEEE Trans Evol Comput doi: 10.1109/4235.985692 – volume: 1 start-page: 111 year: 2004 end-page: 116 ident: CR21 article-title: A global search strategy of quantum-behaved particle swarm optimization publication-title: IEEE Cong Cybern Intell Syst – volume: 11 start-page: 655 year: 2020 end-page: 662 ident: CR30 article-title: Intelligent task allocation method based on improved QPSO in multi-agent system publication-title: J Ambient Intel Hum Comput doi: 10.1007/s12652-019-01242-0 – volume: 44 start-page: 167 year: 2016 end-page: 183 ident: CR11 article-title: Quantum-behaved particle swarm optimization with collaborative attractors for nonlinear numerical problems publication-title: Commun Nonlinear Sci Numer Simul doi: 10.1016/j.cnsns.2016.08.001 – volume: 259 start-page: 241 year: 2017 end-page: 249 ident: CR12 article-title: Enhancing electronic nose performance based on a novel QPSO RBM technique publication-title: Sens Actuators B-Chem doi: 10.1016/j.snb.2017.12.026 – volume: 32 start-page: 977 issue: 6 year: 2008 end-page: 985 ident: CR1 article-title: Optimal delegated portfolio management with background risk publication-title: J Bank Finance doi: 10.1016/j.jbankfin.2007.07.009 – ident: CR8 – volume: 3612 start-page: 543 year: 2005 end-page: 552 ident: CR22 article-title: Parameter selection quantum behaved particle swarm optimization publication-title: Int Conf Nat Comput – ident: CR27 – volume: 4099 start-page: 737 year: 2006 end-page: 746 ident: CR23 article-title: Quantum-behaved particle swarm optimization with a hybrid probability distribution publication-title: Lect Notes Artif Intell – volume: 63 start-page: 1 year: 2017 end-page: 14 ident: CR9 article-title: Quantum-behaved discrete multi-objective particle swarm optimization for complex network clustering publication-title: Pattern Recogn doi: 10.1016/j.patcog.2016.09.013 – volume: 1 start-page: 325 year: 2004 end-page: 331 ident: CR20 article-title: Particle swarm optimization with particles having quantum behavior publication-title: IEEE Cong Evol Comput – volume: 177 start-page: 2787 issue: 13 year: 2007 end-page: 2801 ident: CR31 article-title: Possibilistic mean-variance models and efficient frontiers for portfolio selection problem publication-title: Inform Sci doi: 10.1016/j.ins.2007.01.030 – volume: 76 start-page: 214 year: 2002 end-page: 220 ident: CR18 article-title: Particle swarm optimization method for constrained optimization problems publication-title: Eur Int Symp Comput Intell – volume: 4 start-page: 390 issue: 6 year: 2012 end-page: 395 ident: CR16 article-title: A quantum behaved gravitational search algorithm publication-title: Intell Inf Manag – volume: 69 start-page: 46 issue: 3 year: 2014 end-page: 61 ident: CR15 article-title: Grey wolf optimizer publication-title: Adv Eng Softw doi: 10.1016/j.advengsoft.2013.12.007 – volume: 42 start-page: 520 issue: 2 year: 2008 end-page: 528 ident: CR25 article-title: Risk measurement in the presence of background risk publication-title: Insur Math Econ doi: 10.1016/j.insmatheco.2007.01.015 – volume: 122 start-page: 315 issue: 2 year: 2001 end-page: 326 ident: CR3 article-title: On possibilistic mean value and variance of fuzzy numbers publication-title: Fuzzy Set Syst doi: 10.1016/S0165-0114(00)00043-9 – volume: 28 start-page: 1 issue: 4 year: 2016 end-page: 15 ident: CR14 article-title: A new bio-inspired optimisation algorithm: bird swarm algorithm publication-title: J Exp Theor Artif Intell doi: 10.1080/0952813X.2015.1042530 – volume: 56 start-page: 345 year: 2017 end-page: 356 ident: CR10 article-title: Partitioned-cooperative quantum-behaved particle swarm optimization based on multilevel thresholding applied to medical image segmentation publication-title: Appl Soft Comput doi: 10.1016/j.asoc.2017.03.018 – volume: 14 start-page: 275 issue: 4 year: 1998 end-page: 283 ident: CR5 article-title: The mean-semivariances approach to realistic portfolio optimization subject to transaction costs publication-title: Appl Stoch Models Data Anal doi: 10.1002/(SICI)1099-0747(199812)14:4<275::AID-ASM364>3.0.CO;2-P – volume: 232 start-page: 521 issue: 3 year: 2014 end-page: 528 ident: CR7 article-title: A new particle swarm optimization algorithm with an application publication-title: Appl Math Comput – volume: 7 start-page: 77 issue: 1 year: 1952 end-page: 91 ident: CR13 article-title: Portfolio selection publication-title: J Finance – volume: 284 start-page: 65 year: 2010 end-page: 74 ident: CR28 article-title: A new metaheuristic bat-inspired algorithm publication-title: Nat Inspired Coop Strat Optim – volume: 219 start-page: 1053 issue: 3 year: 2012 end-page: 1060 ident: CR6 article-title: A modified particle swarm optimization algorithm with applications publication-title: Appl Math Comput – volume: 26 start-page: 69 issue: 2 year: 2012 end-page: 74 ident: CR17 article-title: A new fruit fly optimization algorithm: taking the financial distress model as an example publication-title: Knowl Based Syst doi: 10.1016/j.knosys.2011.07.001 – volume: 32 start-page: 12011 year: 2020 end-page: 12031 ident: CR29 article-title: A non-revisiting quantum-behaved particle swarm optimization based multilevel thresholding for image segmentation publication-title: Neural Comput Appl doi: 10.1007/s00521-019-04210-z – volume: 20 start-page: 349 issue: 3 year: 2012 end-page: 393 ident: CR24 article-title: Quantum-behaved particle swarm optimization: analysis of individual particle behavior and parameter selection publication-title: Evol Comput doi: 10.1162/EVCO_a_00049 – volume: 32 start-page: 977 issue: 6 year: 2008 ident: 5688_CR1 publication-title: J Bank Finance doi: 10.1016/j.jbankfin.2007.07.009 – volume: 122 start-page: 315 issue: 2 year: 2001 ident: 5688_CR3 publication-title: Fuzzy Set Syst doi: 10.1016/S0165-0114(00)00043-9 – volume: 28 start-page: 1 issue: 4 year: 2016 ident: 5688_CR14 publication-title: J Exp Theor Artif Intell doi: 10.1080/0952813X.2015.1042530 – volume: 4099 start-page: 737 year: 2006 ident: 5688_CR23 publication-title: Lect Notes Artif Intell – ident: 5688_CR8 doi: 10.1109/ICNN.1995.488968 – ident: 5688_CR27 – volume: 284 start-page: 65 year: 2010 ident: 5688_CR28 publication-title: Nat Inspired Coop Strat Optim – volume: 42 start-page: 520 issue: 2 year: 2008 ident: 5688_CR25 publication-title: Insur Math Econ doi: 10.1016/j.insmatheco.2007.01.015 – volume: 55 start-page: 65 year: 2004 ident: 5688_CR2 publication-title: J Oper Res Soc doi: 10.1057/palgrave.jors.2601648 – volume: 76 start-page: 214 year: 2002 ident: 5688_CR18 publication-title: Eur Int Symp Comput Intell – volume: 69 start-page: 46 issue: 3 year: 2014 ident: 5688_CR15 publication-title: Adv Eng Softw doi: 10.1016/j.advengsoft.2013.12.007 – volume: 11 start-page: 655 year: 2020 ident: 5688_CR30 publication-title: J Ambient Intel Hum Comput doi: 10.1007/s12652-019-01242-0 – volume: 1 start-page: 325 year: 2004 ident: 5688_CR20 publication-title: IEEE Cong Evol Comput – volume: 7 start-page: 77 issue: 1 year: 1952 ident: 5688_CR13 publication-title: J Finance – volume: 26 start-page: 69 issue: 2 year: 2012 ident: 5688_CR17 publication-title: Knowl Based Syst doi: 10.1016/j.knosys.2011.07.001 – volume: 3612 start-page: 543 year: 2005 ident: 5688_CR22 publication-title: Int Conf Nat Comput – volume: 20 start-page: 349 issue: 3 year: 2012 ident: 5688_CR24 publication-title: Evol Comput doi: 10.1162/EVCO_a_00049 – volume: 27 start-page: 208 issue: 1 year: 2010 ident: 5688_CR32 publication-title: Econ Model doi: 10.1016/j.econmod.2009.08.008 – volume: 6 start-page: 58 issue: 1 year: 2002 ident: 5688_CR4 publication-title: IEEE Trans Evol Comput doi: 10.1109/4235.985692 – volume: 6 start-page: 69 year: 1998 ident: 5688_CR19 publication-title: IEEE Conf Evol Comput – volume: 36 start-page: 1755 issue: 10 year: 2019 ident: 5688_CR26 publication-title: Control Theory Appl – volume: 14 start-page: 275 issue: 4 year: 1998 ident: 5688_CR5 publication-title: Appl Stoch Models Data Anal doi: 10.1002/(SICI)1099-0747(199812)14:4<275::AID-ASM364>3.0.CO;2-P – volume: 219 start-page: 1053 issue: 3 year: 2012 ident: 5688_CR6 publication-title: Appl Math Comput doi: 10.1016/j.amc.2012.07.010 – volume: 1 start-page: 111 year: 2004 ident: 5688_CR21 publication-title: IEEE Cong Cybern Intell Syst – volume: 63 start-page: 1 year: 2017 ident: 5688_CR9 publication-title: Pattern Recogn doi: 10.1016/j.patcog.2016.09.013 – volume: 32 start-page: 12011 year: 2020 ident: 5688_CR29 publication-title: Neural Comput Appl doi: 10.1007/s00521-019-04210-z – volume: 56 start-page: 345 year: 2017 ident: 5688_CR10 publication-title: Appl Soft Comput doi: 10.1016/j.asoc.2017.03.018 – volume: 259 start-page: 241 year: 2017 ident: 5688_CR12 publication-title: Sens Actuators B-Chem doi: 10.1016/j.snb.2017.12.026 – volume: 177 start-page: 2787 issue: 13 year: 2007 ident: 5688_CR31 publication-title: Inform Sci doi: 10.1016/j.ins.2007.01.030 – volume: 232 start-page: 521 issue: 3 year: 2014 ident: 5688_CR7 publication-title: Appl Math Comput doi: 10.1016/j.amc.2014.01.028 – volume: 4 start-page: 390 issue: 6 year: 2012 ident: 5688_CR16 publication-title: Intell Inf Manag – volume: 44 start-page: 167 year: 2016 ident: 5688_CR11 publication-title: Commun Nonlinear Sci Numer Simul doi: 10.1016/j.cnsns.2016.08.001 |
| SSID | ssj0021753 |
| Score | 2.3375504 |
| Snippet | Aiming at the shortcomings of quantum-behaved particle swarm optimization algorithm (QPSO), an improved quantum-behaved particle swarm optimization algorithm... |
| SourceID | proquest crossref springer |
| SourceType | Aggregation Database Enrichment Source Index Database Publisher |
| StartPage | 7695 |
| SubjectTerms | Algorithms Artificial Intelligence Computational Intelligence Constraint modelling Control Engineering Focus Fuzzy sets Heuristic methods Investments Mathematical Logic and Foundations Mechatronics Optimization algorithms Parameter estimation Particle swarm optimization Random variables Robotics Securities markets Simulation Tax rates Thermal expansion Velocity |
| SummonAdditionalLinks | – databaseName: SpringerLINK Contemporary 1997-Present dbid: RSV link: http://cvtisr.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwnV3PT8IwFH5R9KAHUdSIounBmy4p3ca2IzESDwZR1HBbHm2nS3AzbJjIX29bNkCjJnpe1zTvR9_X177vAZwGFIXvBsq_JfUtvUtayKij_Ep46OKQomMKha-9btcfDIJeURSWla_dyytJs1PPi900VQm19JMCFbSVfu1VWFPhztcNG-76j_NjVsE9qYCAwo4q4BalMt_P8TkcLTDml2tRE2061f-tcxu2CnRJ2jNz2IEVmdSgWnZuIIUj12BziYZwFwbthMQmuSAFue31bwiOntJxnD-_EEwEifOMLF10kzgh0WQ6fScau0fpKE6JaahDdFKXcI04deOJPNuDh87l_cWVVXRcsLhyxVyFqwA9V7DI8TgTLaUwhg46HuMtKnwmKUYKcdg88JAr3ESR2egGDkU0BLeuvQ-VJE3kARCJTR-FFwnqRQ6PWkPXtZ2ICqmLZekQ69AsBR_ygo5cL24UzomUjSBDJcjQCDK063A2_-d1Rsbx6-hGqc-wcMwsZEHT14REtl-H81J_i88_z3b4t-FHsMGMCeh8TQMq-Xgij2Gdv-VxNj4xBvsBhTLi4w priority: 102 providerName: Springer Nature |
| Title | An improved QPSO algorithm and its application in fuzzy portfolio model with constraints |
| URI | https://link.springer.com/article/10.1007/s00500-021-05688-3 https://www.proquest.com/docview/2918047838 |
| Volume | 25 |
| WOSCitedRecordID | wos000625619100002&url=https%3A%2F%2Fcvtisr.summon.serialssolutions.com%2F%23%21%2Fsearch%3Fho%3Df%26include.ft.matches%3Dt%26l%3Dnull%26q%3D |
| hasFullText | 1 |
| inHoldings | 1 |
| isFullTextHit | |
| isPrint | |
| journalDatabaseRights | – providerCode: PRVPQU databaseName: Advanced Technologies & Aerospace Database customDbUrl: eissn: 1433-7479 dateEnd: 20241209 omitProxy: false ssIdentifier: ssj0021753 issn: 1432-7643 databaseCode: P5Z dateStart: 20090101 isFulltext: true titleUrlDefault: https://search.proquest.com/hightechjournals providerName: ProQuest – providerCode: PRVPQU databaseName: Computer Science Database customDbUrl: eissn: 1433-7479 dateEnd: 20241209 omitProxy: false ssIdentifier: ssj0021753 issn: 1432-7643 databaseCode: K7- dateStart: 20090101 isFulltext: true titleUrlDefault: http://search.proquest.com/compscijour providerName: ProQuest – providerCode: PRVPQU databaseName: ProQuest Central customDbUrl: eissn: 1433-7479 dateEnd: 20241209 omitProxy: false ssIdentifier: ssj0021753 issn: 1432-7643 databaseCode: BENPR dateStart: 20090101 isFulltext: true titleUrlDefault: https://www.proquest.com/central providerName: ProQuest – providerCode: PRVAVX databaseName: SpringerLINK Contemporary 1997-Present customDbUrl: eissn: 1433-7479 dateEnd: 99991231 omitProxy: false ssIdentifier: ssj0021753 issn: 1432-7643 databaseCode: RSV dateStart: 19970401 isFulltext: true titleUrlDefault: https://link.springer.com/search?facet-content-type=%22Journal%22 providerName: Springer Nature |
| link | http://cvtisr.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwpV09T8MwED0BZWDhG1EolQc2iHCdpE4mBKgVEqiUT1Us0dVOIFJJgQQk-uuxXacFJFhYsiSxrNyd7-Xsew9gN6QoAz9U8R3TwNGrpIOMeiquJEcf-xQ90yh8zjudoNcLu7bglttjleWaaBZqORS6Rn7AwkagmWTc4PD5xdGqUXp31UpozEJFsyRo6Yaufz_54bIslAoSKBSpUq9tmjGtc5r4hDr6gIKCAMpb3O-JaYo2f2yQmrzTXvrvjJdh0SJOcjR2kRWYibNVWCrVHIgN7jXoHWUkNSWGWJLL7vUFwcGDGq94fCKYSZIWOfmy3U3SjCRvo9EH0Qg-GQ7SITGyOkSXdonQuFPLTxT5Oty2Wzcnp47VXXCECshCJa0QuS9Z4nHBZFOZjaGHHmeiSWXAYoqJwh2uCDkKhZ4oMhf90KOIhubWdzdgLhtm8SaQGBsBSp5IyhNPJM2-77teQmWsW2ZpH6vQKD96JCwpuZ7cIJrQKRtDRcpQkTFU5FZhb_LO85iS48-na6V1IhueeTQ1TRX2S_tOb_8-2tbfo23DAjMupas0NZgrXt_iHZgX70Wav9ahctzqdK_qMHvGnbpxVXW9ur77BBin7CM |
| linkProvider | ProQuest |
| linkToHtml | http://cvtisr.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMw1V1Nb9QwEB1VLRJcWj7FQgEf4AQRXsdZJweEKqBqtctSRJH2FmZth0ZasqVJi9ofxW9kxpvsAhK99cA5H3LiNzPPY88bgKeZRJcmGdm3l2nEXjJCJTXZlTOY4FSiDoXCIzMep5NJdrAGP7taGD5W2fnE4Kjd3HKO_KXK-ikrycTp6-PvEXeN4t3VroXGAhZDf_6Dlmz1q_23NL_PlNp9d_hmL2q7CkSW4NaQS87QJE4V2ljlBjQohRq1UXYgXaq8xIKiamwzg5a4gUQVY5JpiRhEXLlLBLn8DR2nhu1qaKLlAq9VvSQKQqyVQn1bpBNK9VhoRUZ8IIIoB6Ez_jMQrtjtXxuyIc7tbv1vf-gmbLaMWuwsTOAWrPnqNmx13SpE67zuwGSnEmVIoXgnPh58-iBw9pXG3xx9E1g5UTa1-G07X5SVKE4vLs4Fr1CK-ayci9A2SHDqWljm1dxeo6nvwucr-b57sF7NK38fhMd-is4UTppC22IwTZJYF9J5LgmWU-xBv5vk3Lai6zy4Wb6Uiw7AyAkYeQBGHvfg-fKZ44XkyKV3b3doyFv3U-crKPTgRYen1eV_v-3B5W97Atf3Dt-P8tH-ePgQbqgAZ85IbcN6c3LqH8E1e9aU9cnjYBgCvlw1zn4B0EFClA |
| linkToPdf | http://cvtisr.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwpV3dS8MwED90iuiD3-J0ah5802KWpmv7ONShKHPiB3srt6TRwuxkq4L7602ydk5RQXxuGsJ95H5J7n4HsB9SlIEXav-OaeCYXdJBRrn2K-mjhx2K3BYKX_rNZtBuh62JKn6b7V48SY5qGgxLU5odPUt1NC58M7Ql1DHpBTqAa1270zDDTSK9Oa_f3I-PXDkPpQYFGkfq4JuXzXw_x-fQ9IE3vzyR2sjTWPr_mpdhMUedpD4ykxWYitNVWCo6OpDcwVdhYYKecA3a9ZQk9tIhluS6dXNFsPvQ6yfZ4xPBVJIkG5CJB3CSpES9DIdvxGB61esmPWIb7RBz2UuEQaKmIUU2WIe7xunt8ZmTd2JwhHbRTIexEH1PMsV9wWRNK5IhR-4zUaMyYDFFpZGIK0IfhcZTFJmLXsgpoiW-9dwNKKW9NN4EEmM1QOkrSX3Fhap1PM_lisrYFNHSDpahWighEjlNuVlcNxoTLFtBRlqQkRVk5JbhYPzP84ik49fRlUK3Ue6wg4iF1cAQFblBGQ4LXX58_nm2rb8N34O51kkjujxvXmzDPLPWYK50KlDK-i_xDsyK1ywZ9HetHb8DVGnuqw |
| openUrl | ctx_ver=Z39.88-2004&ctx_enc=info%3Aofi%2Fenc%3AUTF-8&rfr_id=info%3Asid%2Fsummon.serialssolutions.com&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&rft.genre=article&rft.atitle=An+improved+QPSO+algorithm+and+its+application+in+fuzzy+portfolio+model+with+constraints&rft.jtitle=Soft+computing+%28Berlin%2C+Germany%29&rft.au=He%2C+Guang&rft.au=Lu%2C+Xiao-li&rft.date=2021-06-01&rft.pub=Springer+Nature+B.V&rft.issn=1432-7643&rft.eissn=1433-7479&rft.volume=25&rft.issue=12&rft.spage=7695&rft.epage=7706&rft_id=info:doi/10.1007%2Fs00500-021-05688-3 |
| thumbnail_l | http://covers-cdn.summon.serialssolutions.com/index.aspx?isbn=/lc.gif&issn=1432-7643&client=summon |
| thumbnail_m | http://covers-cdn.summon.serialssolutions.com/index.aspx?isbn=/mc.gif&issn=1432-7643&client=summon |
| thumbnail_s | http://covers-cdn.summon.serialssolutions.com/index.aspx?isbn=/sc.gif&issn=1432-7643&client=summon |