Solving Multi-Objective Portfolio Optimization Problem Based on MOEA/D.
Pengxiang ZhaoShang GaoNachuan YangPublished in: ICACI (2020)
Keyphrases
- multi objective
- evolutionary algorithm
- optimization algorithm
- multi objective optimization
- particle swarm optimization
- objective function
- multiobjective optimization
- nsga ii
- multiple objectives
- genetic algorithm
- bi objective
- multiobjective evolutionary algorithm
- multi criteria
- uniform design
- multi objective evolutionary algorithms
- pareto optimal solutions
- conflicting objectives
- pareto optimal
- multi objective evolutionary
- neural network
- combinatorial optimization
- multi objective optimization problems
- search algorithm
- portfolio optimization
- pareto dominance
- computational intelligence
- pareto fronts
- multi objective genetic algorithms
- multiagent evolutionary algorithm