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A Parallel Hybrid Intelligent Algorithm for Fuzzy Mean-CVaR Portfolio Model

Chen Li, Zhonghua Lu, Yonghong Hu, Fang Liu, Jue Wang. A Parallel Hybrid Intelligent Algorithm for Fuzzy Mean-CVaR Portfolio Model. In 19th IEEE International Conference on High Performance Computing and Communications; 15th IEEE International Conference on Smart City; 3rd IEEE International Conference on Data Science and Systems, HPCC/SmartCity/DSS 2017, Bangkok, Thailand, December 18-20, 2017. pages 348-355, IEEE Computer Society, 2017. [doi]

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