Selection of investment portfolios with social responsibility: a multiobjective model and a Tabu search method.
Joaquín PachecoLara CepaJulio PucheSilvia CasadoPublished in: Appl. Intell. (2022)
Keyphrases
- tabu search
- mathematical model
- evaluation method
- objective function
- cost function
- multi objective
- metaheuristic
- genetic algorithm
- optimization algorithm
- simulated annealing
- heuristic methods
- search procedure
- hybrid method
- dynamic programming
- optimization method
- feasible solution
- neural network
- memetic algorithm
- matching scheme
- evolutionary algorithm
- decision making
- traveling salesman problem
- surface model
- path relinking
- investment decisions