A Hybrid Grey Relational Analysis and Nondominated Sorting Genetic Algorithm-II for Project Portfolio Selection.
Farshad Faezy RaziPublished in: Adv. Oper. Res. (2014)
Keyphrases
- portfolio selection
- grey relational analysis
- genetic algorithm
- portfolio management
- portfolio optimization
- grey relational
- robust optimization
- fuzzy entropy
- financial markets
- neural network
- multiple objectives
- multi objective
- evolutionary algorithm
- tabu search
- metaheuristic
- simulated annealing
- real option
- data mining
- pareto optimal
- fitness function
- optimization problems
- mathematical programming
- multi objective optimization
- rough sets
- data analysis