Assistant reference point guided evolutionary algorithm for many-objective fuzzy portfolio selection.
Xiaoliang MaJian ChenYiwen SunZexuan ZhuPublished in: Swarm Evol. Comput. (2021)
Keyphrases
- portfolio selection
- reference point
- evolutionary algorithm
- multiple objectives
- multi objective
- reference points
- multi objective optimization
- fitness function
- optimization problems
- genetic programming
- differential evolution
- region of interest
- simulated annealing
- robust optimization
- financial markets
- genetic algorithm
- convex hull
- fingerprint images
- fuzzy numbers
- nsga ii
- neural network
- particle swarm optimization
- multiresolution
- optimal portfolio