Minimax and Biobjective Portfolio Selection Based on Collaborative Neurodynamic Optimization.
Man-Fai LeungJun WangPublished in: IEEE Trans. Neural Networks Learn. Syst. (2021)
Keyphrases
- portfolio selection
- multiple objectives
- bi objective
- portfolio optimization
- multi objective
- robust optimization
- set covering problem
- minimum cost flow
- portfolio management
- multi objective optimization
- efficient solutions
- optimization algorithm
- pareto optimal
- shortest path problem
- knapsack problem
- ant colony optimization
- objective function
- neural network
- mathematical programming
- optimization problems
- financial markets
- transaction costs
- genetic programming
- worst case