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