Hyper sensitivity Analysis of portfolio Optimization Problems.
Leonid ChurilovImmanuel M. BomzeMoshe SniedovichDaniel RalphPublished in: Asia Pac. J. Oper. Res. (2004)
Keyphrases
- sensitivity analysis
- optimization problems
- evolutionary algorithm
- managerial insights
- objective function
- cost function
- metaheuristic
- optimization methods
- portfolio selection
- influence diagrams
- portfolio management
- portfolio optimization
- traveling salesman problem
- combinatorial optimization
- variational inequalities
- multi objective
- decision variables
- knapsack problem
- decision making
- neural network
- multi view
- transaction costs
- dynamic programming
- multi agent systems