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]

@inproceedings{LiLHLW17,
  title = {A Parallel Hybrid Intelligent Algorithm for Fuzzy Mean-CVaR Portfolio Model},
  author = {Chen Li and Zhonghua Lu and Yonghong Hu and Fang Liu and Jue Wang},
  year = {2017},
  doi = {10.1109/HPCC-SmartCity-DSS.2017.46},
  url = {https://doi.org/10.1109/HPCC-SmartCity-DSS.2017.46},
  researchr = {https://researchr.org/publication/LiLHLW17},
  cites = {0},
  citedby = {0},
  pages = {348-355},
  booktitle = {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},
  publisher = {IEEE Computer Society},
  isbn = {978-1-5386-2588-0},
}