Pruning Pareto optimal solutions for multi-objective portfolio asset management.
Sanyapong PetchrompoAnupong WannakrairotAjith Kumar ParlikadPublished in: Eur. J. Oper. Res. (2022)
Keyphrases
- multi objective
- pareto optimal solutions
- asset management
- multi objective optimization
- optimization algorithm
- evolutionary algorithm
- nsga ii
- multi objective genetic algorithm
- multiobjective optimization
- pareto optimal
- bi objective
- conflicting objectives
- particle swarm optimization
- objective function
- multiple objectives
- search space
- management system
- genetic algorithm
- decision making
- neural network
- geographical information systems
- multi objective optimization problems
- efficient solutions
- multi objective evolutionary algorithms
- pareto optimal set
- network design
- multi criteria