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meta-heuristics (Cat Swarm Optimization CSO, bat algorithm BA and particle swarm optimization PSO) in the portfolio optimization problem. Zhu [9] has presented a meta-heuristic approach to portfolio optimization problem using Particle Swarm Optimization (

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Figure

Fig. 1 The changes of the attractiveness β based on      during the search process
Table 2 records the computational results of FA and DFA. As shown in Table 1, the average best value, best value, worst
Table 3: The Computational Results of DE, PSO, GA, FA and DFA

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