Using evolutionary computation to infer the decision maker's preference model in presence of imperfect knowledge: A case study in portfolio optimization.
Eduardo Fernández-GonzálesJorge NavarroEfrain SolaresCarlos A. Coello CoelloPublished in: Swarm Evol. Comput. (2020)
Keyphrases
- evolutionary computation
- decision makers
- preference model
- portfolio optimization
- evolutionary algorithm
- user preferences
- genetic programming
- computational intelligence
- decision making
- genetic algorithm
- decision support system
- fitness function
- utility function
- preference learning
- multiple criteria
- multi objective
- risk averse
- multi criteria
- portfolio management
- risk management
- problems involving
- expected utility
- knowledge base
- collaborative filtering
- fuzzy logic
- data mining techniques
- expert systems
- bi objective