Interactive portfolio selection involving multicriteria sorting models

DOI10.1007/S10479-022-04877-ZMaRDI QIDQ6115945zbMATH OpenOpenAlexFDO

Authors Ali Sghaier Tlili, Oumaima Khaled, Vincent Mousseau, Wassila Ouerdane

Publication date 13 July 2023

Published in Annals of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10479-022-04877-z

zbMATH Keywords

multicriteria decisionnon-compensatory sortingportfolio selectionpreference learningSAT/MaxSAT

Mathematics Subject Classification ID

Problem solving in the context of artificial intelligence (heuristics, search strategies, etc.) (68T20) Management decision making, including multiple objectives (90B50) Multi-objective and goal programming (90C29) Decision theory (91B06) Portfolio theory (91G10)

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Cites work

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Cited in

(2)

• scientific article; zbMATH DE number 5726478 (Why is no real title available?)
• A python-based multicriteria portfolio selection DSS

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