Hybrid bi-objective portfolio optimization with pre-selection strategy.
Rongbin QiGary G. YenPublished in: Inf. Sci. (2017)
Keyphrases
- bi objective
- selection strategy
- portfolio optimization
- efficient solutions
- multi objective
- multiple objectives
- network design
- ant colony optimization
- multi objective optimization
- genetic algorithm
- selection algorithm
- knapsack problem
- fitness function
- nsga ii
- shortest path problem
- evolutionary algorithm
- np hard
- feature selection
- simulated annealing
- routing problem
- dynamic programming
- training set
- portfolio selection