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Pareto Driven Surrogate (ParDen-Sur) Assisted Optimisation of Multi-period Portfolio Backtest Simulations.
Terence L. van Zyl
Matthew Woolway
Andrew Paskaramoorthy
Published in:
CoRR (2022)
Keyphrases
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multi period
facility location problem
production planning
planning horizon
multi objective
genetic algorithm
routing problem
lot sizing
data envelopment analysis
multi item
decision making
total cost
particle swarm optimization
facility location
knapsack problem
lead time
lot size
minimize total