Meta heuristics for dependent portfolio selection problem considering risk.
Amirmohsen GolmohammadiM. PajoutanPublished in: Expert Syst. Appl. (2011)
Keyphrases
- metaheuristic
- tabu search
- optimization problems
- simulated annealing
- combinatorial optimization
- ant colony optimization
- scatter search
- combinatorial optimization problems
- search space
- combinatorial problems
- vehicle routing problem
- path relinking
- portfolio selection
- optimal solution
- genetic algorithm
- nature inspired
- risk management
- search methods
- particle swarm optimization
- optimization method
- portfolio management
- specific problems
- portfolio optimization
- evolutionary algorithm
- greedy randomized adaptive search procedure
- memetic algorithm
- dynamic programming
- cost function
- simulated annealing and tabu search