Application of the Improved Differential Evolution Algorithm in Portfolio
Aiming at the NP hard problem of portfolio optimization, an improved differential evolution algorithm is proposed. In this algorithm, the mutation operator and crossover operator are set up adaptively, and then according to the characteristics of the mutation itself, two kinds of mutation operators...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
EDP Sciences
2017-01-01
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| Series: | ITM Web of Conferences |
| Online Access: | https://doi.org/10.1051/itmconf/20171101006 |