Comparative Performance Evaluation of Multiobjective Optimization Algorithms for Portfolio Management.
Sudhansu Kumar MishraSukadev MeherGanapati PandaAbhishek PandaPublished in: NaBIC (2009)
Keyphrases
- multiobjective optimization
- portfolio management
- min max
- multi objective
- swarm intelligence
- long term
- test problems
- scheduling problem
- optimization problems
- worst case
- efficient solutions
- artificial immune system
- genetic programming
- data mining
- search space
- artificial neural networks
- computational complexity
- optimal solution
- decision making
- genetic algorithm