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Multi-objective genetic algorithm based on the fuzzy MULTIMOORA method for solving the cardinality constrained portfolio optimization.

Derya DeliktasOzden Ustun
Published in: Appl. Intell. (2023)
Keyphrases
  • multi objective
  • optimization algorithm
  • dynamic programming
  • clustering method
  • cost function
  • optimization method
  • decision making
  • unsupervised learning
  • discriminant analysis
  • multi objective optimization