Multiobjective evolutionary algorithms for complex portfolio optimization problems
Year of publication: |
2011
|
---|---|
Authors: | Anagnostopoulos, Konstantinos ; Mamanis, Georgios |
Published in: |
Computational Management Science. - Springer. - Vol. 8.2011, 3, p. 259-279
|
Publisher: |
Springer |
Subject: | Multiobjective optimization | NSGA-II | PESA | Portfolio selection | SPEA2 |
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