Robust multi-period portfolio model based on prospect theory and ALMV-PSO algorithm.
Jiahe LiuXiu JinTianyang WangYing YuanPublished in: Expert Syst. Appl. (2015)
Keyphrases
- pso algorithm
- multi period
- particle swarm optimization
- particle swarm optimization pso
- global optimization
- production planning
- facility location problem
- planning horizon
- total cost
- prospect theory
- multi item
- data envelopment analysis
- optimization algorithm
- lot sizing
- differential evolution
- input output
- routing problem
- ant colony optimization
- linear programming
- cost function
- decision making
- genetic algorithm