Construction of Emerging Markets Exchange Traded Funds Using Multiobjective Particle Swarm Optimisation.
Marta Díez-FernándezSergio Alvarez TeleñaDenise GorsePublished in: ICANN (2) (2012)
Keyphrases
- particle swarm optimisation
- multi objective
- optimization algorithm
- particle swarm
- evolutionary algorithm
- multi objective problems
- optimisation problems
- particle swarm optimization
- multiobjective optimization
- multi objective optimization
- pso algorithm
- multi swarm
- genetic algorithm
- evolutionary computing
- genetic algorithm ga
- optimization method
- pareto optimal
- fitness function
- multiple objectives
- evolution strategy
- particle swarm optimization pso
- nsga ii
- objective function
- global optimization
- control parameters
- differential evolution
- evolutionary computation