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Journal of Statistics and Management Systems Volume 19, 2016 - Issue 3
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Original Articles

Forming the stock optimized portfolio using model Grey based on C5 and the Shuffled frog leap algorithm

Farshad Faezy RaziDepartment of Industrial Management, Semnan Branch, Islamic Azad University, Semnan, IranCorrespondence[email protected]
&
Vahid ShahabiDepartment of Industrial Management, Semnan Branch, Islamic Azad University, Semnan, Iran
Pages 397-421 | Received 01 Feb 2015, Published online: 03 Aug 2016

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Wenwei Guo, Shunqiang Chen & Yanling Chen. (2017) The price bubble dependence among Chinese real estate industry chain. Journal of Interdisciplinary Mathematics 20:6-7, pages 1359-1362.
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Jian-Hua Guo. (2017) Study on the influencing factors and default risk of government debt. Journal of Interdisciplinary Mathematics 20:6-7, pages 1477-1481.
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Xuemei You, Yinghong Ma & Zhiyuan Liu. (2017) A novel artificial bee colony based on Gaussian sampling. Journal of Discrete Mathematical Sciences and Cryptography 20:4, pages 957-970.
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Cai Liang, Liu Bin, Xia Xiangyang & Xiao Wen. (2017) EP-CVaR risk measure approach and its application in portfolio optimization. Journal of Interdisciplinary Mathematics 20:4, pages 1073-1088.
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Xiao-Hong Wang, Jian-Ping Wu & Lai-Yu Liu. (2017) The development of modern service industry in China and its influence factors. Journal of Interdisciplinary Mathematics 20:1, pages 161-171.
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Articles from other publishers (1)

Nawaf N. Hamadneh. 2018. Optimization Techniques for Problem Solving in Uncertainty. Optimization Techniques for Problem Solving in Uncertainty 31 46 .

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