An Adaptive Decomposition-based Multi-objective Evolutionary Algorithm for Fuzzy Portfolio Selection.
Cai DaiXiaoqi ShiXiujuan LeiWei YuePublished in: J. Inf. Hiding Multim. Signal Process. (2018)
Keyphrases
- portfolio selection
- multi objective evolutionary algorithms
- multi objective
- multi criteria
- multiple objectives
- fuzzy sets
- multi objective optimization
- multi objective evolutionary
- fuzzy numbers
- financial markets
- robust optimization
- fuzzy logic
- nsga ii
- fitness function
- pareto optimal
- bi objective
- differential evolution
- neural network
- genetic programming
- evolutionary algorithm
- evolutionary computation
- multiobjective optimization
- machine learning