Constrained portfolio asset selection using multiobjective bacteria foraging optimization.
Sudhansu Kumar MishraGanapati PandaRitanjali MajhiPublished in: Oper. Res. (2014)
Keyphrases
- multi objective
- optimization algorithm
- multiobjective optimization
- multiple objectives
- evolutionary algorithm
- concave convex procedure
- optimum design
- optimization problems
- uniform design
- conflicting objectives
- evolutionary multiobjective
- global optimization
- transaction costs
- multi objective optimization
- optimization method
- portfolio theory
- fine tuning
- saddle point
- genetic algorithm
- efficient frontier
- swarm intelligence
- honey bee
- multiobjective genetic algorithm
- objective function
- portfolio selection
- pareto optimal
- optimization methods
- particle swarm optimization
- artificial bee colony
- ant colonies
- bi objective
- multiobjective evolutionary algorithm
- single objective optimization
- constrained optimization
- differential evolution
- ant colony optimization