메뉴 건너뛰기




Volumn , Issue , 2007, Pages 204-211

A realistic approach to evolutionary multiobjective portfolio optimization

Author keywords

[No Author keywords available]

Indexed keywords

EVOLUTIONARY MULTIOBJECTIVE PORTFOLIO OPTIMIZATION; EVOLUTIONARY SEARCH;

EID: 79955207204     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/CEC.2007.4424473     Document Type: Conference Paper
Times cited : (20)

References (17)
  • 2
    • 1442359837 scopus 로고    scopus 로고
    • Optimization of cardinality constrained portfolios with a hybrid local search algorithm
    • H. Kellerer and D. Maringer, "Optimization of cardinality constrained portfolios with a hybrid local search algorithm, OR Spectrum, vol. 25, no. 4 pp. 481-495, 2004.
    • (2004) OR Spectrum , vol.25 , Issue.4 , pp. 481-495
    • Kellerer, H.1    Maringer, D.2
  • 12
    • 33847416925 scopus 로고    scopus 로고
    • Evolutionary algorithms and the cardinality constrained portfolio selection problem
    • F. Streichert, H. Ulmer, and A. Zell, "Evolutionary algorithms and the cardinality constrained portfolio selection problem," Operations Research Proceedings, 2003.
    • (2003) Operations Research Proceedings
    • Streichert, F.1    Ulmer, H.2    Zell, A.3
  • 13
    • 56449107505 scopus 로고
    • OR-Library: Distributing test problems by electronic mail
    • J. E. Beasely, "OR-Library: distributing test problems by electronic mail," Journal of the Operational Research Society, vol. 41, pp. 1067-1072, 1990.
    • (1990) Journal of the Operational Research Society , vol.41 , pp. 1067-1072
    • Beasely, J.E.1
  • 15
    • 0034199979 scopus 로고    scopus 로고
    • Comparison of multiobjective evolutionary algorithms: Empirical results
    • E. Zitzler, K. Deb and L. Thiele, "Comparison of multiobjective evolutionary algorithms: empirical results," Evolutionary Computation, vol. 8, no. 2, pp. 173-195, 2000.
    • (2000) Evolutionary Computation , vol.8 , Issue.2 , pp. 173-195
    • Zitzler, E.1    Deb, K.2    Thiele, L.3
  • 16
    • 0034201456 scopus 로고    scopus 로고
    • Multiobjective evolutionary algorithms: Analyzing the state-of-the-arts
    • D. A. V. Veldhuizen and G. B. Lamont, "Multiobjective evolutionary algorithms: Analyzing the state-of-the-arts," Evolutionary Computation, vol. 8, no. 2, pp.125-147, 2000.
    • (2000) Evolutionary Computation , vol.8 , Issue.2 , pp. 125-147
    • Veldhuizen, D.A.V.1    Lamont, G.B.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.