2-Phase NSGA II: An Optimized Reward and Risk Measurements Algorithm in Portfolio Optimization.
Seyedeh Elham EftekharianMohammad ShojafarShahaboddin ShamshirbandPublished in: Algorithms (2017)
Keyphrases
- optimization algorithm
- test problems
- optimal solution
- dynamic programming
- k means
- bi objective
- objective function
- search space
- simulated annealing
- nsga ii
- portfolio optimization
- computational complexity
- evolutionary algorithm
- cost function
- knapsack problem
- optimization problems
- benchmark problems
- primal dual
- multiobjective optimization
- multiobjective evolutionary algorithm