Optimal Portfolio Management for Engineering Problems Using Nonconvex Cardinality Constraint: A Computing Perspective.
Ameer Hamza KhanXinwei CaoVasilios N. KatsikisPredrag S. StanimirovicIvona BrajevicShuai LiSeifedine Nimer KadryYunyoung NamPublished in: IEEE Access (2020)
Keyphrases
- software development
- engineering problems
- portfolio management
- cardinality constraints
- software engineering
- case study
- engineering design
- multiobjective optimization
- dynamic programming
- optimization problems
- biological systems
- optimal solution
- portfolio optimization
- portfolio selection
- objective function
- object oriented
- multi agent systems
- entity relationship
- transaction costs
- genetic algorithm