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]
@article{ChenZH23-1,
title = {A novel MOPSO-SODE algorithm for solving three-objective SR-ES-TR portfolio optimization problem},
author = {Yinnan Chen and Xinchao Zhao and Junling Hao},
year = {2023},
month = {December},
doi = {10.1016/j.eswa.2023.120742},
url = {https://doi.org/10.1016/j.eswa.2023.120742},
researchr = {https://researchr.org/publication/ChenZH23-1},
cites = {0},
citedby = {0},
journal = {Expert Syst. Appl.},
volume = {233},
pages = {120742},
}