A Collaborative Neurodynamic Optimization Approach to Bicriteria Portfolio Selection.
Man-Fai LeungJun WangPublished in: ISNN (1) (2019)
Keyphrases
- portfolio selection
- bicriteria
- robust optimization
- multiple objectives
- efficient solutions
- integer linear programming
- knapsack problem
- shortest path problem
- multi objective
- optimization problems
- optimization algorithm
- financial markets
- flowshop
- simulated annealing
- short term
- particle swarm optimization
- linear programming
- completion times
- upper bound