A Mean-Variance Optimization algorithm.
István ErlichGanesh K. VenayagamoorthyNakawiro WorawatPublished in: IEEE Congress on Evolutionary Computation (2010)
Keyphrases
- optimization algorithm
- multi objective
- evolutionary multi objective
- optimization method
- portfolio selection
- differential evolution
- particle swarm optimization pso
- particle swarm optimisation
- optimization strategy
- artificial bee colony
- global optima
- utility function
- evolutionary algorithm
- nsga ii
- fitness function
- control parameters
- swarm intelligence
- particle swarm optimization
- hybrid optimization algorithm
- objective function