Multi-objective ant colony optimization
Ant colony optimization (ACO) algorithm is one of the most popular swarm-based algorithms
inspired by the behavior of an ant colony to find the shortest path for food. The multi …
inspired by the behavior of an ant colony to find the shortest path for food. The multi …
A parallel variable neighborhood search algorithm with quadratic programming for cardinality constrained portfolio optimization
Over the years, portfolio optimization remains an important decision-making strategy for
investment. The most familiar and widely used approach in the field of portfolio optimization …
investment. The most familiar and widely used approach in the field of portfolio optimization …
An artificial bee colony algorithm with feasibility enforcement and infeasibility toleration procedures for cardinality constrained portfolio optimization
One of the most studied variant of portfolio optimization problems is with cardinality
constraints that transform classical mean–variance model from a convex quadratic …
constraints that transform classical mean–variance model from a convex quadratic …
Online multi-criteria portfolio analysis through compromise programming models built on the underlying principles of fuzzy outranking
This paper introduces an interactive approach to support multi-criteria decision analysis of
project portfolios. In high-scale strategic decision domains, scientific studies suggest that the …
project portfolios. In high-scale strategic decision domains, scientific studies suggest that the …
Preference incorporation into many-objective optimization: an Ant colony algorithm based on interval outranking
In this paper, we enriched Ant Colony Optimization (ACO) with interval outranking to develop
a novel multi-objective ACO optimizer to approach problems with many objective functions …
a novel multi-objective ACO optimizer to approach problems with many objective functions …
Inferring parameters of a relational system of preferences from assignment examples using an evolutionary algorithm
Most evolutionary multi-objective algorithms perform poorly in many objective problems.
They normally do not make selective pressure towards the Region of Interest (RoI), the …
They normally do not make selective pressure towards the Region of Interest (RoI), the …
Design and solution of a surrogate model for portfolio optimization based on project ranking
Characterizing the preferences of a decision maker in a multicriteria decision is a complex
task that becomes even harder if the information available is limited. This paper addresses a …
task that becomes even harder if the information available is limited. This paper addresses a …
An artificial bee colony algorithm approach for cardinality constrained mean-variance model
B Kartal - Financial Service, 2020 - books.google.com
People look for a way to evaluate even the smallest thing they can get. The investor can use
his/her money in any real estate sale or enter the stock market and buy and sell stocks. But it …
his/her money in any real estate sale or enter the stock market and buy and sell stocks. But it …
[PDF][PDF] Swarm and Evolutionary Computation
G Riveraa, CAC Coellob, L Cruz-Reyesd… - academia.edu
abstract In this paper, we enriched Ant Colony Optimization (ACO) with interval outranking to
develop a novel multiobjective ACO optimizer to approach problems with many objective …
develop a novel multiobjective ACO optimizer to approach problems with many objective …
Online multi-criteria portfolio analysis through compromise programming models built on the underlying principles of fuzzy outranking
G Rivera Zarate - Instituto de Ingeniería y Tecnología, 2021 - cathi.uacj.mx
This paper introduces an interactive approach to support multi-criteria decision analysis of
project portfolios. In high-scale strategic decision domains, scientific studies suggest that the …
project portfolios. In high-scale strategic decision domains, scientific studies suggest that the …