A novel heuristic, based on a new robustness concept, for multi-objective project portfolio optimization.
Amin Mohammadnejad DaryaniMohammad Mohammadpour OmranAhmad MakuiPublished in: Comput. Ind. Eng. (2020)
Keyphrases
- multi objective
- portfolio optimization
- bi objective
- portfolio management
- multi objective optimization
- evolutionary algorithm
- optimization algorithm
- multiple objectives
- portfolio selection
- risk management
- investment decisions
- particle swarm optimization
- problems involving
- factor analysis
- genetic algorithm
- optimization methods
- project management
- robust optimization
- objective function
- data mining
- clustering method
- nsga ii
- stock price
- pareto optimal
- optimization problems
- decision making