Particle Swarm Optimization for Preference Disaggregation in Multicriteria Credit Scoring Problems

DOI10.1007/978-3-319-02499-8_11zbMath1418.91566OpenAlexW150543351MaRDI QIDQ4561906

Stefania Funari, Marco Corazza, Riccardo Gusso

Publication date: 13 December 2018

Published in: Mathematical and Statistical Methods for Actuarial Sciences and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-02499-8_11

zbMATH Keywords

fitness functionparticle swarm optimizationmathematical programming problemdifferential evolution algorithmparticle swarm optimization algorithm

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Credit risk (91G40)

Cites Work

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• Learning multicriteria fuzzy classification method PROAFTN from data
• Particle swarm optimization approach to portfolio optimization
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• ACTIVE PORTFOLIO MANAGEMENT WITH CARDINALITY CONSTRAINTS: AN APPLICATION OF PARTICLE SWARM OPTIMIZATION
• Exact Penalty Functions in Constrained Optimization
• Non-Linear Programming Via Penalty Functions
• Preference disaggregation: 20 years of MCDA experience.

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