Robust multiobjective optimization & applications in portfolio optimization.
Jörg FliegeRalf WernerPublished in: Eur. J. Oper. Res. (2014)
Keyphrases
- multiobjective optimization
- portfolio optimization
- multi objective
- robust optimization
- min max
- swarm intelligence
- multiple objectives
- bi objective
- portfolio selection
- risk management
- factor analysis
- neural network
- problems involving
- artificial immune system
- optimization algorithm
- decision support system
- scheduling problem
- stock exchange
- artificial intelligence