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Portfolio Optimization From a Set of Preference Ordered Projects Using an Ant Colony Based Multi-objective Approach.

S. Samantha Bastiani M.Laura Cruz ReyesEduardo FernándezClaudia Gómez Santillán
Published in: Int. J. Comput. Intell. Syst. (2015)
Keyphrases
  • ant colony
  • multi objective
  • portfolio optimization
  • bi objective
  • ant colony algorithm
  • neural network
  • genetic algorithm
  • optimisation algorithm
  • objective function
  • multistage
  • portfolio selection