References
- Markowitz, H. (1952). Portfolio selection*. The journal of finance, 7(1), 77–91.
- Markowitz, H. M. (1991). Foundations of portfolio theory. The journal of finance, 46(2), 469–477. doi: 10.1111/j.1540-6261.1991.tb02669.x
- Sharpe, W. F. (1963). A simplified model for portfolio analysis. Management science, 9(2), 277–293. doi: 10.1287/mnsc.9.2.277
- Mansini, R., & Speranza, M. G. (1999). Heuristic algorithms for the portfolio selection problem with minimum transaction lots. European Journal of Operational Research, 114(2), 219–233. doi: 10.1016/S0377-2217(98)00252-5
- Mulvey, J. M., & Vladimirou, H. (1992). Stochastic network programming for financial planning problems. Management Science, 38(11), 1642–1664. doi: 10.1287/mnsc.38.11.1642
- Metaxiotis, K., & Liagkouras, K. (2012). Multiobjective Evolutionary algorithms for portfolio management: a comprehensive literature review. Expert Systems with Applications, 39(14), 11685–11698. doi: 10.1016/j.eswa.2012.04.053
- Hamzaçebi, C., & Pekkaya, M. (2011). Determining of stock investments with grey relational analysis. Expert Systems with Applications, 38(8), 9186–9195. doi: 10.1016/j.eswa.2011.01.070
- Chang Chien, Y. W., & Chen, Y. L. (2010). Mining associative classification rules with stock trading data–A GA-based method. Knowledge-Based Systems, 23(6), 605–614. doi: 10.1016/j.knosys.2010.04.007
- Podgorelec, V., Kokol, P., Stiglic, B., & Rozman, I. (2002). Decision trees: an overview and their use in medicine. Journal of medical systems, 26(5), 445–463. doi: 10.1023/A:1016409317640
- Quinlan, J. R. (1986). Induction of decision trees. Machine learning, 1(1), 81–106.
- Moran, J., Granada, E., Miguez, J. L., & Porteiro, J. (2006). Use of grey relational analysis to assess and optimize small biomass boilers. Fuel Processing Technology, 87(2), 123–127. doi: 10.1016/j.fuproc.2005.08.008
- Wu, D. D. (2009). Supplier selection in a fuzzy group setting: A method using grey related analysis and Dempster–Shafer theory. Expert Systems with Applications, 36(5), 8892–8899. doi: 10.1016/j.eswa.2008.11.010
- Tseng, P.Y., Geng, Cheng, M.,Yu, L.F. (2003), “The analysis of human and vehicle factors for Taiwan freeway traffic accidents”, Journal of Eastern Asia Society for Transportation Studies, Vol 5, PP.237–248.
- Yuan, C., Liu, S., Fang, Z., & Xie, N. (2010). The relation between Chinese economic development and energy consumption in the different periods. Energy Policy, 38(9), 5189–5198. doi: 10.1016/j.enpol.2010.05.004
- Wang, S., Ma, Q., & Guan, Z. (2007), November. Measuring hospital efficiency in China using grey relational analysis and data envelopment analysis. In Grey Systems and Intelligent Services, 2007. GSIS 2007. IEEE International Conference on (pp. 135–139). IEEE.
- Eusuff, M. M., & Lansey, K. E. (2003). Optimization of water distribution network design using the shuffled frog leaping algorithm. Journal of Water Resources Planning and Management, 129(3), 210–225 doi: 10.1061/(ASCE)0733-9496(2003)129:3(210)
- Elbeltagi, E., Hegazy, T., & Grierson, D. (2005). Comparison among five evolutionary-based optimization algorithms. Advanced engineering informatics, 19(1), 43–53. doi: 10.1016/j.aei.2005.01.004
- Huynh, T. H. (2008, April). A modified shuffled frog leaping algorithm for optimal tuning of multivariable PID controllers. In Industrial Technology, 2008. ICIT 2008. IEEE International Conference on (pp. 1–6). IEEE.