Modified Bacterial Foraging Optimization for Fuzzy Mean-Semivariance-Skewness Portfolio Selection

Xinzheng Wu, Aiqing Gao, Xin Huang. Modified Bacterial Foraging Optimization for Fuzzy Mean-Semivariance-Skewness Portfolio Selection. In Ying Tan 0002, Yuhui Shi, Milan Tuba, editors, Advances in Swarm Intelligence - 11th International Conference, ICSI 2020, Belgrade, Serbia, July 14-20, 2020, Proceedings. Volume 12145 of Lecture Notes in Computer Science, pages 335-346, Springer, 2020. [doi]

Abstract

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