A two-stage sustainable uncertain multi-objective portfolio selection and scheduling considering conflicting criteria.
Amir Mohammad RamedaniAhmad MehrabianHosein DidehkhaniPublished in: Eng. Appl. Artif. Intell. (2024)
Keyphrases
- portfolio selection
- multiple objectives
- multi objective
- conflicting objectives
- multi criteria
- multi objective optimization
- evolutionary algorithm
- optimization algorithm
- multistage stochastic
- portfolio optimization
- particle swarm optimization
- pareto optimal
- bi objective
- genetic algorithm
- portfolio management
- nsga ii
- decision making
- objective function
- optimal portfolio
- transaction costs
- management system
- long term