The Application of Imperialist Competitive Algorithm for Fuzzy Random Portfolio Selection Problem

19 Feb 2014Mir Ehsan Hesam SadatiJamshid Bagherzadeh Mohasefi

This paper presents an implementation of the Imperialist Competitive Algorithm (ICA) for solving the fuzzy random portfolio selection problem where the asset returns are represented by fuzzy random variables. Portfolio Optimization is an important research field in modern finance... (read more)

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