Bi-objective Portfolio Optimization Using a Customized Hybrid NSGA-II Procedure.
Kalyanmoy DebRalph E. SteuerRajat TewariRahul TewariPublished in: EMO (2011)
Keyphrases
- bi objective
- portfolio optimization
- nsga ii
- multi objective
- multi objective optimization
- test problems
- evolutionary algorithm
- pareto optimal solutions
- efficient solutions
- pareto optimal
- multiobjective optimization
- optimization algorithm
- optimization problems
- optimal solution
- multiple objectives
- multi objective evolutionary algorithms
- genetic algorithm
- knapsack problem
- differential evolution
- fitness function
- ant colony optimization
- pareto frontier
- network design
- benchmark problems
- branch and bound algorithm
- particle swarm optimization
- shortest path problem
- multi objective problems
- objective function
- tabu search