Analyzing the Performance of a Two-Tail-Measures-Utility Multi-objective Portfolio Optimization Model.
Georgios MamanisPublished in: Oper. Res. Forum (2021)
Keyphrases
- optimization model
- multi objective
- evolutionary algorithm
- optimization algorithm
- optimization process
- multi objective optimization
- construction project
- genetic algorithm
- objective function
- network flow
- crew scheduling
- multiobjective optimization
- pareto optimal
- decision making
- multiple objectives
- multi objective optimization problems
- evolutionary optimization
- expected utility
- bi objective
- nsga ii
- particle swarm optimization
- spare parts
- data mining
- quality measures
- differential evolution
- portfolio optimization
- utility function
- market data
- trade off
- optimal portfolio