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Efficient Portfolio Construction with the Use of Multiobjective Evolutionary Algorithms: Best Practices and Performance Metrics.

Konstantinos LiagkourasKonstantinos Metaxiotis
Published in: Int. J. Inf. Technol. Decis. Mak. (2015)
Keyphrases
  • multiobjective evolutionary algorithms
  • objective function
  • evaluation metrics
  • multiobjective evolutionary algorithm