Non-dominated sorting genetic algorithm-II for possibilistic mean-semiabsolute deviation-Yager entropy portfolio model with complex real-world constraints
DOI10.1016/J.MATCOM.2022.05.021OpenAlexW4282010272WikidataQ113869138 ScholiaQ113869138MaRDI QIDQ2168097FDOQ2168097
Authors: Xue Deng, Jiaxing Chen, Xu Wang, Fengting Geng
Publication date: 31 August 2022
Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.matcom.2022.05.021
entropyportfoliomulti-objective programmingcardinality constraintnon-dominated sorting genetic algorithm-II
Game theory, economics, finance, and other social and behavioral sciences (91-XX) Operations research, mathematical programming (90-XX)
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