p-optimality-based multiobjective root system growth algorithms for multiobjective applications

DOI10.1155/2019/7561398zbMATH Open1435.90127OpenAlexW2971399296MaRDI QIDQ2298772FDOQ2298772

Authors: Rui Liu, Hanning Chen, Lina Song, Man Ding 

Publication date: 20 February 2020

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2019/7561398

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Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Approximation methods and heuristics in mathematical programming (90C59)

Cites Work

• Multi-objective portfolio optimization considering the dependence structure of asset returns
• Multi-swarm multi-objective optimizer based on \(p\)-optimality criteria for multi-objective portfolio management

Cited In (2)

• Multi-period portfolio selection based on uncertainty theory with bankruptcy control and liquidity
• An uncertainty theory based tri-objective behavioral portfolio selection model with loss aversion and reference level using a modified evolutionary root system growth algorithm

Uses Software

• MOEA/D

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