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

DOI10.1155/2019/7561398MaRDI QIDQ2298772zbMATHOpenAlexFDO

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

Mathematics Subject Classification ID

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

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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

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Uses Software

• MOEA/D

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