A novel MOPSO-SODE algorithm for solving three-objective SR-ES-TR portfolio optimization problem

Yinnan Chen, Xinchao Zhao, Junling Hao. A novel MOPSO-SODE algorithm for solving three-objective SR-ES-TR portfolio optimization problem. Expert Syst. Appl., 233:120742, December 2023. [doi]

Authors

Yinnan Chen

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Xinchao Zhao

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Junling Hao

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