Improved multiobjective bat algorithm for the credibilistic multiperiod mean-VaR portfolio optimization problem
- 2 March 2021
- journal article
- research article
- Published by Springer Science and Business Media LLC in Soft Computing
- Vol. 25 (8), 6445-6467
- https://doi.org/10.1007/s00500-021-05638-z
Abstract
No abstract availableKeywords
Funding Information
- Postgraduate Academic Newcomer Program of Capital University of Economics and Business of China (2021XSXR05)
- National Natural Science Foundation of China (72071134)
- Project of High-level Teachers in Beijing Municipal Universities in the Period of 13th Five-year Plan (CIT&TCD20190338)
- Humanity and Social Science Foundation of Ministry of Education of China (19YJAZH005)
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