Multi-objective optimization of portfolio selection involving non-convex attributes in an anti-fragile perspective.
Davi GotardeloLeonardo GoliattPublished in: Evol. Syst. (2024)
Keyphrases
- multi objective optimization
- portfolio selection
- multiple objectives
- multi objective
- evolutionary algorithm
- pareto optimal
- multi objective optimization problems
- differential evolution
- nsga ii
- financial markets
- genetic algorithm
- multi attribute
- bi objective
- convex optimization
- optimization algorithm
- optimal solution
- shortest path problem
- pareto optimal set
- convex hull
- multi objective evolutionary algorithms
- objective function
- neural network
- multi objective genetic algorithm
- multi objective genetic algorithms