Budget-constrained portfolio trades using multiobjective optimization.
Patrick SmithMatthew FerringerRyan KellyInki MinPublished in: Syst. Eng. (2012)
Keyphrases
- multiobjective optimization
- multi objective
- min max
- swarm intelligence
- artificial immune system
- image thresholding
- multiobjective evolutionary algorithm
- efficient frontier
- engineering problems
- multiobjective evolutionary algorithms
- artificial bee colony
- multiple objectives
- cooperative coevolution
- nsga ii
- multi objective optimization
- decision making
- artificial intelligence
- particle swarm optimization
- evolutionary computation
- computationally efficient
- fuzzy logic
- special case
- single objective optimization
- evolutionary algorithm