GASRP-FP: A hybrid metaheuristic to solve fuzzy portfolio selection with non-financial goals.
José Manuel CadenasM. Carmen GarridoRaquel MartínezClara CalvoCarlos IvorraVicente LiernPublished in: IFSA-EUSFLAT (2015)
Keyphrases
- portfolio selection
- portfolio optimization
- hybrid metaheuristic
- financial markets
- portfolio management
- fuzzy sets
- metaheuristic
- multi objective
- scatter search
- multiple objectives
- vehicle routing problem
- decision making
- fuzzy measures
- robust optimization
- max min
- stock market
- membership functions
- evolutionary algorithm
- search algorithm