Uncertain random portfolio optimization with non-dominated sorting genetic algorithm-II and optimal solution criterion.
Xiangfa LiBo LiTing JinPeiyao ZhengPublished in: Artif. Intell. Rev. (2023)
Keyphrases
- portfolio optimization
- optimal solution
- nsga ii
- bi objective
- portfolio management
- problems involving
- portfolio selection
- multi objective
- risk management
- np hard
- robust optimization
- stock market
- knapsack problem
- factor analysis
- optimization methods
- objective function
- multi objective optimization
- feasible solution
- search space
- solution quality
- stock exchange
- linear program
- stock price
- branch and bound algorithm
- decision making
- linear programming
- branch and bound
- efficient solutions
- decision support system
- metaheuristic
- test problems
- multiple objectives
- evolutionary algorithm
- expert systems