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"A Novel Hybrid ICA-FA Algorithm for Multiperiod Uncertain Portfolio ..."

Wei Chen, Dandan Li, Yong-Jun Liu (2019)

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DOI: 10.1109/TFUZZ.2018.2829463

access: closed

type: Journal Article

metadata version: 2021-04-20

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Wei Chen, Dandan Li, Yong-Jun Liu:
A Novel Hybrid ICA-FA Algorithm for Multiperiod Uncertain Portfolio Optimization Model Based on Multiple Criteria. IEEE Trans. Fuzzy Syst. 27(5): 1023-1036 (2019)

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