Pareto Ant Colony Optimization: A Metaheuristic Approach to Multiobjective Portfolio Selection.
Karl F. DoernerWalter J. GutjahrRichard F. HartlChristine StraussChristian StummerPublished in: Ann. Oper. Res. (2004)
Keyphrases
- portfolio selection
- ant colony optimization
- metaheuristic
- multi objective
- multiple objectives
- particle swarm optimization
- genetic algorithm
- evolutionary algorithm
- multiobjective optimization
- optimization problems
- swarm intelligence
- simulated annealing
- multi objective optimization
- optimization algorithm
- tabu search
- combinatorial optimization problems
- portfolio optimization
- traveling salesman problem
- ant colony
- combinatorial optimization
- aco algorithm
- portfolio management
- scatter search
- objective function
- vehicle routing problem
- search space
- particle swarm optimization pso
- pareto optimal
- metaheuristic algorithms
- ant colony optimization algorithm
- pso algorithm
- path relinking
- bi objective
- differential evolution
- financial markets
- variable neighborhood search
- optimal solution
- nsga ii
- ant colony algorithm
- aco algorithms
- ant colonies
- nature inspired
- evolutionary computation
- global optimization
- robust optimization
- genetic programming
- benchmark instances
- minimum spanning tree
- transaction costs
- computational intelligence
- artificial immune system
- search procedure
- neural network