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]

Authors

Wei Chen

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Dandan Li

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Yong-jun Liu

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