Metaheuristic multi-objective optimization of constrained futures portfolios for effective risk management.
G. A. Vijayalakshmi PaiThierry MichelPublished in: Swarm Evol. Comput. (2014)
Keyphrases
- multi objective optimization
- metaheuristic
- risk management
- multi objective
- genetic algorithm
- evolutionary algorithm
- simulated annealing
- optimization problems
- portfolio optimization
- decision support system
- tabu search
- scatter search
- ant colony optimization
- search space
- particle swarm optimization
- nsga ii
- combinatorial optimization
- bi objective
- vehicle routing problem
- pareto optimal
- multiple objectives
- combinatorial optimization problems
- optimal solution
- financial markets
- portfolio selection
- nature inspired
- optimization method
- fitness function
- project management
- multi objective evolutionary algorithms
- genetic programming
- evolutionary computation
- software engineering
- scheduling problem