The application of water cycle algorithm to portfolio selection
Mohammad Moradi, Ali Sadollah, Hoda Eskandar and Hadi Eskandar
| Year of publication: |
2017
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|---|---|
| Authors: | Moradi, Mohammad ; Sadollah, Ali ; Eskandar, Hoda ; Eskandar, Hadi |
| Published in: |
Economic research. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1331-677X, ZDB-ID 2171828-3. - Vol. 30.2017, 1,2, p. 1277-1299
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| Subject: | Portfolio optimisation | mean-variance (M-V) optimisation | multi-objective optimisations | multi-objective water cycle algorithm (MOWCA) | non-dominated sorting Genetic Algorithm (GA) | Portfolio-Management | Portfolio selection | Evolutionärer Algorithmus | Evolutionary algorithm | Mathematische Optimierung | Mathematical programming | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis | Wasserversorgung | Water supply | Algorithmus | Algorithm | Theorie | Theory |