Investigation and comparison of the performance of multi-objective evolutionary algorithms based on decomposition and dominance for portfolio optimization

پديدآورندگان

Hamid Khaloozadeh ,

كليدواژه

multi , objective evolutionary algorithms , portfolio optimization , value at conditional risk , Decomposition , Dominance. (key words)

كشور

ايران

نويسنده

Mahsa Rajabi

كلمات كليدي

multi-objective evolutionary algorithms; portfolio optimization; value at conditional risk; Decomposition; Dominance. (key words)

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