Portfolio Optimization From a Set of Preference Ordered Projects Using an Ant Colony Based Multi-objective Approach
In this paper, a good portfolio is found through an ant colony algorithm (including a local search) that approximates the Pareto front regarding some kind of project categorization, cardinalities, discrepancies with priorities given by the ranking, and the average rank of supported projects; this ap...
| Main Authors: | , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Atlantis Press
2015-12-01
|
| Series: | International Journal of Computational Intelligence Systems |
| Subjects: | |
| Online Access: | https://www.atlantis-press.com/article/25868672.pdf |