An Intelligent Parallel Hybrid Algorithm for Multi-Objective Multi-Period Portfolio Selection Models with Fuzzy Random Returns

著录项

• 来源
  《IEEE Intl Conf on Parallel Distributed Processing with Applications;IEEE Intl Conf on Social Computing Networking;IEEE Intl Conf on Big Data Cloud Computing;IEEE Intl Conf on Sustainable Computing Communications》|2019年|486-492|共7页
• 会议地点 Xiamen(CN)
• 作者

  Chen Li; Yulei Wu; Zhonghua Lu; Yonghong Hu;

  展开▼
• 作者单位

  University of Chinese Academy of Sciences China;

  University of Exeter UK;

  Computer Network Information Center Chinese Academy of Sciences China;

  Central University of Finance and Economics China;

  展开▼
• 会议组织
• 原文格式 PDF
• 正文语种
• 中图分类
• 关键词

  backpropagation; financial data processing; fuzzy set theory; genetic algorithms; investment; neural nets; parallel algorithms; Pareto optimisation; random processes; simulated annealing;

  机译：反向传播财务数据处理;模糊集理论;遗传算法;投资;神经网络并行算法;帕累托优化;随机过程;模拟退火;