Uncertain random portfolio optimization with non-dominated sorting genetic algorithm-II and optimal solution criterion
Xiangfa Li, Bo Li, Ting Jin, Peiyao Zheng
Topics & Concepts
KurtosisMathematical optimizationSortingSkewnessPortfolio optimizationPortfolioRandom variableMathematicsOptimization problemComputer scienceAlgorithmEconometricsStatisticsFinanceEconomicsFuzzy Systems and OptimizationRisk and Portfolio OptimizationMulti-Criteria Decision Making