Solving Multi-objective Portfolio Optimization Problem for Saudi Arabia Stock Market Using Hybrid Clonal Selection and Particle Swarm Optimization

著录项

• 来源
  《Arabian Journal for Science and Engineering》 |2015年第8期|2407-2421|共15页
• 作者

  Sara A. Bin Shalan; Mourad Ykhlef;

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• 作者单位

  1.Department of Natural and Engineering Sciences College of Applied Studies and Community Service King Saud University Riyadh Saudi Arabia;

  2.Department of Information Systems College of Computer and Information Sciences King Saud University Riyadh Saudi Arabia;

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• 收录信息 美国《科学引文索引》(SCI);
• 原文格式 PDF
• 正文语种 eng
• 中图分类
• 关键词

  Clonal selection algorithm; Hybrid evolutionary algorithm; Portfolio optimization; Particle swarm optimization algorithm;

  机译：克隆选择算法;混合进化算法;组合优化;粒子群优化算法;