A knowledge-based constructive estimation of distribution algorithm for bi-objective portfolio optimization with cardinality constraints.
Zhi-Xuan ZhangWei-Neng ChenXiao-Min HuPublished in: Appl. Soft Comput. (2023)
Keyphrases
- bi objective
- portfolio optimization
- cardinality constraints
- estimation of distribution algorithms
- multi objective
- multi objective optimization
- evolutionary algorithm
- multiple objectives
- optimization algorithm
- efficient solutions
- nsga ii
- particle swarm optimization
- objective function
- ant colony optimization
- network design
- genetic algorithm
- expert systems
- differential evolution
- combinatorial optimization problems
- combinatorial optimization
- simulated annealing
- search algorithm
- genetic programming