Efficient solutions for vector optimization problem on an extended interval vector space and its application to portfolio optimization
Bhagawan Sahu, Ajay Kumar Bhurjee, Pankaj Kumar
Topics & Concepts
Vector optimizationMathematical optimizationInterval (graph theory)Computer scienceRelation (database)Portfolio optimizationOptimization problemMathematicsPortfolioMulti-swarm optimizationData miningCombinatoricsFinancial economicsEconomicsWater resources management and optimizationNumerical Methods and AlgorithmsProbabilistic and Robust Engineering Design