Cross-entropy based multi-objective uncertain portfolio selection problem (Q4598487)
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scientific article; zbMATH DE number 6820808
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| English | Cross-entropy based multi-objective uncertain portfolio selection problem |
scientific article; zbMATH DE number 6820808 |
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Cross-entropy based multi-objective uncertain portfolio selection problem (English)
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21 December 2017
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portfolio selection
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uncertain variables
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uncertain multi-objective programming
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multi-objective genetic algorithm
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0.876749575138092
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0.8667885065078735
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0.8201622366905212
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0.789273202419281
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0.7873387932777405
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