An integrated portfolio optimisation procedure based on data envelopment analysis, artificial bee colony algorithm and genetic programming.
Chih-Ming HsuPublished in: Int. J. Syst. Sci. (2014)
Keyphrases
- data envelopment analysis
- genetic programming
- artificial bee colony algorithm
- multiple objective programming
- efficient frontier
- input output
- genetic algorithm
- fitness function
- dea models
- multi criteria
- linear programming
- evolutionary algorithm
- evolutionary computation
- hybrid algorithm
- particle swarm optimization algorithm
- artificial bee colony
- decision making
- lower bound
- dea model
- machine learning
- artificial intelligence
- motif discovery
- linear program
- control system