Credibilistic Mean-Semi-Entropy Model for Multi-Period Portfolio Selection with Background Risk

. 2019 Sep 26;21(10):944. doi: 10.3390/e21100944

Algorithm 3 The pseudo-codes of the HDA-GA.

1:
Define the $m a x_i t e r$ , $A r c h i v e M a x S i z e$ , $u b$ , $l b$ and r
2:
Initialize $X_{i}$ by $X_{i} = r a n d o m * (u b - l b) + l b$ and $Δ X_{i}$ by $Δ X_{i} = r a n d o m * (u b - l b) + l b$
3:
Calculate the initialized objective function values
4:
Initialized constrained non-dominated sorting by Algorithm 1
5:
While ( $t \leq m a x_i t e r$ )
6:
Update neighboring radius and the factors $w, s, a, c, f e$
7:
Calculate the objective function values
8:
Update The Archive with respect to Algorithm 2
9:
Select the Food source and Enemy from $A r c h i v e 1$
10:
If $A r c h i v e \leq A r c h i v e M a x S i z e$
11:
Select individuals from the particular front based on crowding distance by Equation (38)
12:
end if
13:
For $i = 1$ to $A r c h i v e 1$ do
14:
Find their neighbors with respect to the Euclidean distance
15:
Calculate $S, A, C, F a n d E$
16:
If an individual has one neighbor at least
17:
Update $Δ X_{t}$ by Equation (27) and $X_{t + 1}$ by Equation (28)
18:
end if
19:
If an individual has no neighbor
20:
Update $X_{t + 1}$ by Equation (29)
21:
end if
22:
end for
23:
For $j = 1$ to $A r c h i v e 2$
24:
Selected()
25:
Crossover()
26:
Mutation()
27:
end for
28:
End While