A novel MOPSO-SODE algorithm for solving three-objective SR-ES-TR portfolio optimization problem.
Yinnan ChenXinchao ZhaoJunling HaoPublished in: Expert Syst. Appl. (2023)
Keyphrases
- particle swarm optimization
- learning algorithm
- benchmark problems
- multi objective
- computational complexity
- selection algorithm
- objective function
- dynamic programming
- optimal solution
- genetic algorithm
- particle swarm optimizer
- multi objective particle swarm optimization
- highly competitive
- convex hull
- swarm intelligence
- combinatorial optimization
- multiple objectives
- optimization algorithm
- cost function
- search space