Multi-objective Basic Variable Neighborhood Search for Portfolio Selection.
Thiago Alves de QueirozLeandro Resende MundimAndré Carlos Ponce de Leon Ferreira de CarvalhoPublished in: ICVNS (2019)
Keyphrases
- portfolio selection
- variable neighborhood search
- multi objective
- multiple objectives
- metaheuristic
- evolutionary algorithm
- tabu search
- multi objective optimization
- traveling salesman problem
- particle swarm optimization
- genetic algorithm
- heuristic methods
- optimization algorithm
- minimum spanning tree
- routing problem
- portfolio management
- objective function
- optimization problems
- hybrid method
- search procedure
- single machine scheduling problem
- vehicle routing problem
- benchmark instances
- robust optimization
- nsga ii
- combinatorial optimization
- pareto optimal
- path relinking
- financial markets
- search space
- bi objective
- computational complexity
- memetic algorithm
- ant colony optimization
- optimal solution
- knapsack problem
- fitness function
- simulated annealing