Optimizing risk management using NSGA-II.
Marcos Álvares Barbosa JuniorFernando Buarque de Lima NetoTshilidzi MarwalaPublished in: IEEE Congress on Evolutionary Computation (2012)
Keyphrases
- risk management
- nsga ii
- multi objective
- multi objective optimization
- evolutionary algorithm
- test problems
- pareto optimal
- multiobjective optimization
- multiobjective evolutionary algorithm
- optimization problems
- evolutionary multiobjective
- multi objective differential evolution
- optimal solution
- evolutionary multiobjective optimization
- optimization algorithm
- risk assessment
- decision support system
- multi objective evolutionary algorithms
- risk evaluation
- genetic algorithm
- constrained multi objective optimization problems
- multi objective optimization problems
- knapsack problem
- bi objective
- operational risk
- differential evolution
- fitness function
- objective function
- project management
- pareto optimal solutions
- evolutionary computation
- software projects
- benchmark problems
- dynamic programming
- np hard
- financial institutions
- case study