A hybrid FA–SA algorithm for fuzzy portfolio selection with transaction costs - Chen, Wei; Wang, Yun; Mehlawat, Mukesh Kumar (Annals of operations research, 2018)
Keywords: Algorithms; Business and Management; Combinatorics; Computer simulation; Cost control; Costs; Deviation; Economic models; Fuzzy logic; Heuristic methods; Investment; Mathematical models; Methods; Operations research; Operations Research/Decision Theory; Portfolio management; Raota-2016; Simulated annealing; Simulation; Studies; Theory of Computation; Transaction costs; Portfolio rebalancing; Simulated annealing algorithm; Possibility theory; Fuzzy variables; Transaction costs; Firefly algorithm