A hybrid heuristic approach to discrete multi-objective optimization of credit portfolios.
Frank SchlottmannDetlef SeesePublished in: Comput. Stat. Data Anal. (2004)
Keyphrases
- multi objective optimization
- multi objective
- evolutionary algorithm
- pareto optimal
- multi objective genetic algorithm
- bi objective
- genetic algorithm
- differential evolution
- nsga ii
- multi objective optimization problems
- multi objective genetic algorithms
- crossover and mutation
- portfolio selection
- optimization algorithm
- multiple objectives
- solving multi objective optimization problems
- multi objective evolutionary algorithms
- multiobjective optimization
- optimization problems
- multi objective optimisation
- cost function
- objective function