Anticipatory Stochastic Multi-Objective Optimization for uncertainty handling in portfolio selection.
Carlos R. B. AzevedoFernando J. Von ZubenPublished in: IEEE Congress on Evolutionary Computation (2013)
Keyphrases
- multi objective optimization
- portfolio selection
- uncertainty handling
- multiple objectives
- multi objective
- evolutionary algorithm
- rough sets
- genetic algorithm
- handling uncertainty
- bi objective
- nsga ii
- differential evolution
- robust optimization
- quality assessment
- pareto optimal
- data mining and knowledge discovery
- financial markets
- optimal portfolio
- expert systems
- decision making
- decision makers
- optimization problems
- computational intelligence
- lower bound