Efficient solutions for vector optimization problem on an extended interval vector space and its application to portfolio optimization.
B. R. B. SahuAjay Kumar BhurjeePankaj KumarPublished in: Expert Syst. Appl. (2024)
Keyphrases
- vector space
- efficient solutions
- portfolio optimization
- bi objective
- portfolio management
- distance measure
- low dimensional
- optimal solution
- heuristic methods
- similarity search
- robust optimization
- optimization methods
- problems involving
- multi objective
- feature vectors
- ant colony optimization
- multiple objectives
- multi objective optimization
- knapsack problem
- network design
- risk management
- neural network
- evolutionary algorithm
- optimization algorithm
- machine learning