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Design and Solution of a Surrogate Model for Portfolio Optimization Based on Project Ranking.

Eduardo FernándezClaudia Gómez SantillánLaura Cruz ReyesNelson Rangel-ValdezShulamith S. Bastiani Medina
Published in: Sci. Program. (2017)
Keyphrases
  • portfolio optimization
  • case study
  • genetic algorithm
  • robust optimization
  • management system
  • problems involving