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)