On nonsmooth robust multiobjective optimization under generalized convexity with applications to portfolio optimization.
Majid FakharMohammad Reza MahyariniaJafar ZafaraniPublished in: Eur. J. Oper. Res. (2018)
Keyphrases
- multiobjective optimization
- portfolio optimization
- multi objective
- robust optimization
- min max
- bi objective
- artificial immune system
- risk management
- portfolio selection
- multiple objectives
- swarm intelligence
- mathematical programming
- stock exchange
- stock market
- evolutionary algorithm
- cost function
- problems involving
- nsga ii
- machine learning
- factor analysis
- scheduling problem
- dynamic programming
- np hard
- long term
- optimization methods
- optimization algorithm
- upper bound