Multiobjective algorithms with resampling for portfolio optimization

被引:0
|
作者
机构
[1] García, Sandra
[2] Quintana, David
[3] Galván, Inés M.
[4] Isasi, Pedro
来源
| 1600年 / Slovak Academy of Sciences卷 / 32期
关键词
D O I
暂无
中图分类号
学科分类号
摘要
引用
收藏
相关论文
共 50 条
  • [31] Multiobjective portfolio optimization via Pareto front evolution
    Yi Chen
    Aimin Zhou
    Complex & Intelligent Systems, 2022, 8 : 4301 - 4317
  • [32] Application of Multiobjective Evolutionary Techniques for Robust Portfolio Optimization
    Garcia Rodriguez, Sandra
    INTERNATIONAL JOURNAL OF INTERACTIVE MULTIMEDIA AND ARTIFICIAL INTELLIGENCE, 2013, 2 (02): : 63 - 64
  • [33] MULTIOBJECTIVE APPROACH TO PORTFOLIO OPTIMIZATION IN THE LIGHT OF THE CREDIBILITY THEORY
    Garcia, Fernando
    Gonzalez-Bueno, Jairo
    Guijarro, Francisco
    Oliver, Javier
    Tamosiuniene, Rima
    TECHNOLOGICAL AND ECONOMIC DEVELOPMENT OF ECONOMY, 2020, 26 (06) : 1165 - 1186
  • [34] A multiobjective optimization framework for optimal selection of supplier portfolio
    Guu, Sy-Ming
    Mehlawat, Mukesh
    Kumar, Santosh
    OPTIMIZATION, 2014, 63 (10) : 1491 - 1512
  • [35] Multiobjective portfolio optimization via Pareto front evolution
    Chen, Yi
    Zhou, Aimin
    COMPLEX & INTELLIGENT SYSTEMS, 2022, 8 (05) : 4301 - 4317
  • [36] Robust multiobjective portfolio optimization: A minimax regret approach
    Xidonas, Panos
    Mavrotas, George
    Hassapis, Christis
    Zopounidis, Constantin
    EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2017, 262 (01) : 299 - 305
  • [37] Multiobjective Programming and Multiattribute Utility Functions in Portfolio Optimization
    Ehrgott, Matthias
    Waters, Chris
    Kasimbeyli, Refail
    Ustun, Ozden
    INFOR, 2009, 47 (01) : 31 - 42
  • [38] Efficient dynamic resampling for dominance-based multiobjective evolutionary optimization
    Cervantes, Alejandro
    Quintana, David
    Recio, Gustavo
    ENGINEERING OPTIMIZATION, 2017, 49 (02) : 311 - 327
  • [39] The mean-variance cardinality constrained portfolio optimization problem: An experimental evaluation of five multiobjective evolutionary algorithms
    Anagnostopoulos, K. P.
    Mamanis, G.
    EXPERT SYSTEMS WITH APPLICATIONS, 2011, 38 (11) : 14208 - 14217
  • [40] Swarm Intelligence Algorithms for Portfolio Optimization
    Zhu, Hanhong
    Chen, Yun
    Wang, Kesheng
    ADVANCES IN SWARM INTELLIGENCE, PT 1, PROCEEDINGS, 2010, 6145 : 306 - +