Large-Scale Portfolio Optimization Using Multiobjective Evolutionary Algorithms and Preselection Methods
نویسندگان
چکیده
منابع مشابه
Multiobjective optimization using evolutionary algorithms
Evolutionary algorithms (EAs) such as evolution strategies and genetic algorithms have become the method of choice for optimization problems that are too complex to be solved using deterministic techniques such as linear programming or gradient (Jacobian) methods. The large number of applications (Beasley (1997)) and the continuously growing interest in this field are due to several advantages ...
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ژورنال
عنوان ژورنال: Mathematical Problems in Engineering
سال: 2017
ISSN: 1024-123X,1563-5147
DOI: 10.1155/2017/4197914