Multi-objective Portfolio Selection Based on Skew-Normal Uncertainty Distribution and Asymmetric Entropy.
Seyyed Hamed AbtahiGholamhossein YariFarhad Hosseinzadeh LotfiRahman FarnooshPublished in: Int. J. Fuzzy Log. Intell. Syst. (2021)
Keyphrases
- portfolio selection
- multi objective
- multiple objectives
- robust optimization
- optimal portfolio
- multi objective optimization
- evolutionary algorithm
- multistage stochastic
- optimization algorithm
- portfolio optimization
- portfolio management
- particle swarm optimization
- objective function
- genetic algorithm
- nsga ii
- bi objective
- pareto optimal
- probability distribution
- optimization problems
- financial markets
- belief functions
- random variables
- mathematical programming
- bayesian networks
- conditional probabilities
- genetic programming
- artificial intelligence