Complex continuous optimization problems widely exist nowadays due to the fast development of the economy and society. Moreover, the technologies like Internet of things …
Portfolio optimization has been studied extensively by researchers in computer science and finance, with new and novel work frequently published. Traditional methods, such as …
J Li, X Wei, B Li, Z Zeng - Neurocomputing, 2022 - Elsevier
Firefly algorithm (FA) is one of the popular algorithms of Swarm Intelligence domain. The literature has expanded significantly in the past few years. This paper provides a timely …
Supply chain management (SCM) is a significant and complex system in a smart city that requires advanced artificial intelligence (AI) and optimization techniques. The multiobjective …
It is known that many-objective optimization problems (MaOPs) often face the difficulty of maintaining good diversity and convergence in the search process due to the high …
Y Song, Y Liu, H Chen, W Deng - Electronics, 2023 - mdpi.com
In solving the portfolio optimization problem, the mean-semivariance (MSV) model is more complicated and time-consuming, and their relations are unbalanced because they conflict …
MF Leung, J Wang, D Li - IEEE Transactions on Cybernetics, 2021 - ieeexplore.ieee.org
This article addresses decentralized robust portfolio optimization based on multiagent systems. Decentralized robust portfolio optimization is first formulated as two distributed …
Y Chen, X Zhao, J Yuan - Mobile Information Systems, 2022 - Wiley Online Library
Due to the volatility and uncertainty of the financial market, investors often use the form of portfolio to actively manage their assets. Portfolio optimization (PO) is becoming more and …
Y Zhang, B Li, W Hong, A Zhou - Neurocomputing, 2023 - Elsevier
Particle swarm optimization (PSO) is a widely embraced meta-heuristic approach to tackling the complexities of multi-objective optimization problems (MOPs), renowned for its simplicity …