A hybrid heuristic approach to discrete multi-objective optimization of credit portfolios (Q957021): Difference between revisions

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Latest revision as of 20:21, 28 June 2024

scientific article
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A hybrid heuristic approach to discrete multi-objective optimization of credit portfolios
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    A hybrid heuristic approach to discrete multi-objective optimization of credit portfolios (English)
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    26 November 2008
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    hybrid heuristic approach
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    multi-objective evolutionary algorithm
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    local search
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    portfolio credit risk
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    credit-value-at-risk
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    constrained Pareto-efficient portfolio
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