Cross-entropy based multi-objective uncertain portfolio selection problem.
Mohuya B. KarSaibal MajumderSamarjit KarTandra PalPublished in: J. Intell. Fuzzy Syst. (2017)
Keyphrases
- multi objective
- evolutionary algorithm
- multi objective optimization
- optimization algorithm
- multiobjective optimization
- portfolio selection
- objective function
- multiple objectives
- pareto optimal
- information theory
- nsga ii
- decision making
- genetic algorithm
- multi objective optimization problems
- evolutionary optimization
- multi objective evolutionary algorithms
- particle swarm optimization
- uncertain information
- multi objective optimisation
- multi objective evolutionary
- databases
- incomplete information
- information theoretic
- multi objective problems