Multiobjective evolutionary algorithms for complex portfolio optimization problems.
Konstantinos P. AnagnostopoulosGeorgios MamanisPublished in: Comput. Manag. Sci. (2011)
Keyphrases
- multiobjective evolutionary algorithms
- optimization problems
- evolutionary algorithm
- multi objective
- multiobjective evolutionary algorithm
- multiobjective optimization
- objective function
- metaheuristic
- cost function
- combinatorial optimization problems
- real world
- benchmark problems
- complex systems
- test problems
- particle swarm optimization
- high level
- neural network
- optimization algorithm
- mathematical model
- evolutionary computation
- traveling salesman problem
- knapsack problem
- optimization methods
- artificial neural networks
- portfolio selection
- decision making
- special case