Robust multiobjective portfolio with higher moments.
Chen ChenYu-sha ZhouPublished in: Expert Syst. Appl. (2018)
Keyphrases
- multi objective
- evolutionary algorithm
- multiobjective optimization
- data sets
- computationally efficient
- optimization algorithm
- multi objective optimization
- higher quality
- decision making
- objective function
- scale and rotation invariant
- genetic algorithm
- combinatorial optimization
- multiple objectives
- pareto optimal
- artificial bee colony