A Hybrid Grey based Two Steps Clustering and Firefly Algorithm for Portfolio Selection
Considering the concept of clustering, the main idea of the present study is based on the fact that all stocks for choosing and ranking will not be necessarily in one cluster. Taking the mentioned point into account, this study aims at offering a new methodology for making decisions concerning the f...
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
Islamic Azad University, Qazvin Branch
2017-04-01
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Series: | Journal of Optimization in Industrial Engineering |
Subjects: | |
Online Access: | http://www.qjie.ir/article_276_6529841a63365552507662fa94afcdf6.pdf |