A portfolio optimization model with three objectives and discrete variables (Q2655644)
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scientific article; zbMATH DE number 5662585
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A portfolio optimization model with three objectives and discrete variables |
scientific article; zbMATH DE number 5662585 |
Statements
A portfolio optimization model with three objectives and discrete variables (English)
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25 January 2010
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evolutionary multiobjective optimization
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class constraints
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multiobjective portfolio selection
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NSGA-II
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PESA
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quantity constraints
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SPEA2
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0.7980849742889404
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0.784392237663269
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0.7697091102600098
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0.7642831802368164
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0.7626141309738159
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