A Novel Hybrid ICA-FA Algorithm for Multiperiod Uncertain Portfolio Optimization Model Based on Multiple Criteria

Wei Chen, Dandan Li, Yong-jun Liu. A Novel Hybrid ICA-FA Algorithm for Multiperiod Uncertain Portfolio Optimization Model Based on Multiple Criteria. IEEE T. Fuzzy Systems, 27(5):1023-1036, 2019. [doi]

Abstract

Abstract is missing.