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]
@article{ChenLL19-4,
title = {A Novel Hybrid ICA-FA Algorithm for Multiperiod Uncertain Portfolio Optimization Model Based on Multiple Criteria},
author = {Wei Chen and Dandan Li and Yong-jun Liu},
year = {2019},
doi = {10.1109/TFUZZ.2018.2829463},
url = {https://doi.org/10.1109/TFUZZ.2018.2829463},
researchr = {https://researchr.org/publication/ChenLL19-4},
cites = {0},
citedby = {0},
journal = {IEEE T. Fuzzy Systems},
volume = {27},
number = {5},
pages = {1023-1036},
}