A New Interactive Algorithm for Continuous Multiple Criteria Problems: A Portfolio Optimization Example.
Gülsah KarakayaCeren Tuncer SakarPublished in: Int. J. Inf. Technol. Decis. Mak. (2021)
Keyphrases
- multiple criteria
- benchmark problems
- portfolio optimization
- learning algorithm
- dynamic programming
- computational complexity
- k means
- cost function
- decision problems
- optimal solution
- problems involving
- optimization problems
- combinatorial optimization
- search space
- objective function
- particle swarm optimization
- optimization algorithm
- artificial intelligence
- genetic algorithm
- test problems
- shortest path problem
- state space
- multi criteria
- stock market
- neural network
- probabilistic model
- multi objective
- machine learning