A multiobjective approach to the portfolio optimization problem.
Rubén ArmañanzasJosé Antonio LozanoPublished in: Congress on Evolutionary Computation (2005)
Keyphrases
- multi objective
- evolutionary algorithm
- multi objective optimization
- multiobjective optimization
- nature inspired
- particle swarm optimization
- optimization algorithm
- genetic algorithm
- multiple objectives
- objective function
- conflicting objectives
- nsga ii
- artificial bee colony
- bi objective
- portfolio optimization
- multi objective optimization problems
- swarm intelligence
- multi objective evolutionary algorithms
- multiobjective genetic algorithm
- pareto optimal
- multiobjective evolutionary algorithm
- uniform design
- differential evolution
- evolutionary computation
- optimization problems
- cost function
- trade off
- multiobjective evolutionary algorithms
- decision making