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Mathematical Problems in Engineering - Volume 2014 2014, Article ID 213518, 6 pages -

Research ArticleSchool of Economics and Business Administration, Chongqing University, Chongqing 400030, China

Received 4 May 2014; Accepted 31 May 2014; Published 16 June 2014

Academic Editor: He Huang

Copyright © 2014 Qi Li et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

Abstract

Birandom portfolio selection problems have been well developed and widely applied in recent years. To solve these problems better, this paper designs a new hybrid intelligent algorithm which combines the improved LGMS-FOA algorithm with birandom simulation. Since all the existing algorithms solving these problems are based on genetic algorithm and birandom simulation, some comparisons between the new hybrid intelligent algorithm and the existing algorithms are given in terms of numerical experiments, which demonstrate that the new hybrid intelligent algorithm is more effective and precise when the numbers of the objective function computations are the same.





Autor: Qi Li, Guo-Hua Cao, and Dan Shan

Fuente: https://www.hindawi.com/



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