Maximum Entropy Bi-Objective Model and its Evolutionary Algorithm for Portfolio Optimization.
Chun-an LiuQian LeiHuamin JiaPublished in: Asia Pac. J. Oper. Res. (2022)
Keyphrases
- maximum entropy
- portfolio optimization
- bi objective
- evolutionary algorithm
- maximum entropy principle
- multi objective
- probabilistic model
- conditional random fields
- efficient solutions
- portfolio selection
- genetic algorithm
- cost function
- probability distribution
- optimization problems
- risk management
- robust optimization