Fuzzy Robust Mathematical Model for Project Portfolio Selection and its Solving through Multi Objective Differential Evolutionary Algorithm
The purpose of gas portfolio selection is to choose a collection of projects from a number of proposal projects, so that the organization’s desired factors could be improved. In this paper such a selection encounters critical problem. Having in mind the ambiguity which exists in determining some of...
| Published in: | چشمانداز مدیریت صنعتی |
|---|---|
| Main Authors: | Masood Rabieh, Abbas Fadaei |
| Format: | Article |
| Language: | Persian |
| Published: |
Shahid Beheshti University
2015-11-01
|
| Subjects: | |
| Online Access: | https://jimp.sbu.ac.ir/article_87250_28ccd533f20951a7fbc642c35e5d10a0.pdf |
Similar Items
Robust Mathematical Model for Projects' Portfolio Selection
and Solving with Non Dominated Sorting Genetic Algorithm
II
by: Abas Fadaei, et al.
Published: (2016-03-01)
by: Abas Fadaei, et al.
Published: (2016-03-01)
A Synergistic Multi-Objective Evolutionary Algorithm with Diffusion Population Generation for Portfolio Problems
by: Mulan Yang, et al.
Published: (2024-04-01)
by: Mulan Yang, et al.
Published: (2024-04-01)
Robust Portfolio Optimization by Applying Multi-objective and Omega-conditional Value at Risk Models Based on the Mini-max Regret Criterion
by: Saeed Shirkavand, et al.
Published: (2022-05-01)
by: Saeed Shirkavand, et al.
Published: (2022-05-01)
MULTIOBJECTIVE FUZZY PORTFOLIO MODEL IN INDONESIAN SYARIAH STOCK MARKET
by: Chairil Hikayat, et al.
Published: (2025-04-01)
by: Chairil Hikayat, et al.
Published: (2025-04-01)
ESG integration in portfolio selection: A robust preference-based multicriteria approach
by: Ana Garcia-Bernabeu, et al.
Published: (2024-06-01)
by: Ana Garcia-Bernabeu, et al.
Published: (2024-06-01)
Optimal Portfolio Prediction in Tehran Stock Market using Multi-Objective Evolutionary Algorithms, NSGA-II and MOPSO
by: Mahsa Rajabi, et al.
Published: (2014-09-01)
by: Mahsa Rajabi, et al.
Published: (2014-09-01)
A Survey on Search Strategy of Evolutionary Multi-Objective Optimization Algorithms
by: Zitong Wang, et al.
Published: (2023-04-01)
by: Zitong Wang, et al.
Published: (2023-04-01)
Multi-Objective Tabu Search for the Location and Sizing of Multiple Types of FACTS and DG in Electrical Networks
by: Othón Aram Coronado de Koster, et al.
Published: (2020-05-01)
by: Othón Aram Coronado de Koster, et al.
Published: (2020-05-01)
Portfolio Implementation Risk Management Using Evolutionary Multiobjective Optimization
by: David Quintana, et al.
Published: (2017-10-01)
by: David Quintana, et al.
Published: (2017-10-01)
Evolutionary Multi-objective Optimization for Multi-depot Vehicle Routing in Logistics
by: Xiaowen Bi, et al.
Published: (2017-01-01)
by: Xiaowen Bi, et al.
Published: (2017-01-01)
Metaheuristic Algorithms Based on Compromise Programming for the Multi-Objective Urban Shipment Problem
by: Tung Son Ngo, et al.
Published: (2022-03-01)
by: Tung Son Ngo, et al.
Published: (2022-03-01)
Modeling and Optimizing the Multi-Objective Portfolio Optimization Problem with Trapezoidal Fuzzy Parameters
by: Alejandro Estrada-Padilla, et al.
Published: (2021-04-01)
by: Alejandro Estrada-Padilla, et al.
Published: (2021-04-01)
Bi-Objective, Dynamic, Multiprocessor Open-Shop Scheduling: A Hybrid Scatter Search–Tabu Search Approach
by: Tamer F. Abdelmaguid
Published: (2024-08-01)
by: Tamer F. Abdelmaguid
Published: (2024-08-01)
Performance Evaluation Metrics for Multi-Objective Evolutionary Algorithms in Search-Based Software Engineering: Systematic Literature Review
by: Jamal Abdullahi Nuh, et al.
Published: (2021-03-01)
by: Jamal Abdullahi Nuh, et al.
Published: (2021-03-01)
A Comprehensive Analysis on Enhancing Multi-Objective Evolutionary Algorithms Using Chaotic Dynamics and Dominant Relationship-Based Search Strategies
by: Zitong Wang, et al.
Published: (2025-01-01)
by: Zitong Wang, et al.
Published: (2025-01-01)
A Single Period Multi Objective Mathematical Model for Portfolio
by: mehdi abzari, et al.
Published: (2015-01-01)
by: mehdi abzari, et al.
Published: (2015-01-01)
New search strategy for multi-objective evolutionary algorithm
by: Liu Yuejun
Published: (2024-12-01)
by: Liu Yuejun
Published: (2024-12-01)
A New Approach to Group Multi-Objective Optimization under Imperfect Information and Its Application to Project Portfolio Optimization
by: Eduardo Fernández, et al.
Published: (2021-05-01)
by: Eduardo Fernández, et al.
Published: (2021-05-01)
A squirrel search algorithm for the multi-objective portfolio optimisation with transaction costs
by: M. Nassir-Ud-Diin Ebrahim Saïb, et al.
Published: (2024-06-01)
by: M. Nassir-Ud-Diin Ebrahim Saïb, et al.
Published: (2024-06-01)
Optimizing Sustainable Pharmaceutical Distribution Network Model with Evolutionary Multi-objective Algorithms (Case Study: Darupakhsh Company)
by: Nassibeh Janatyan, et al.
Published: (2019-04-01)
by: Nassibeh Janatyan, et al.
Published: (2019-04-01)
Multi-Objective Pharmaceutical Portfolio Optimization under Uncertainty of Cost and Return
by: Mahboubeh Farid, et al.
Published: (2021-09-01)
by: Mahboubeh Farid, et al.
Published: (2021-09-01)
An Efficient Portfolio with Several Objectives and Varying Parameters
by: Mrinal Jana, et al.
Published: (2018-12-01)
by: Mrinal Jana, et al.
Published: (2018-12-01)
A Systematic Study on Recent Evolutionary Algorithms for Multi-Modal Multi-Objective Optimization
by: Muhammad Waqar Khan, et al.
Published: (2024-12-01)
by: Muhammad Waqar Khan, et al.
Published: (2024-12-01)
Multi-agent model-based intensification-driven tabu search for solving the dual-resource constrained flexible job shop scheduling
by: Farah Farjallah, et al.
Published: (2025-07-01)
by: Farah Farjallah, et al.
Published: (2025-07-01)
Possibility theory for multiobjective fuzzy random portfolio optimization
by: Mir Ehsan Hesam Sadati, et al.
Published: (2014-06-01)
by: Mir Ehsan Hesam Sadati, et al.
Published: (2014-06-01)
Optimization of Financial Portfolio by Using Nadir Compromising Programming
by: Maghsoud Amiri
Published: (2007-03-01)
by: Maghsoud Amiri
Published: (2007-03-01)
ASSET ALLOCATION AND PORTFOLIO OPTIMIZATION PROBLEMS WITH METAHEURISTICS: A LITERATURE SURVEY
by: Bilel JARRAYA
Published: (2013-12-01)
by: Bilel JARRAYA
Published: (2013-12-01)
An Efficient Hybrid Multi-Objective Optimization Method Coupling Global Evolutionary and Local Gradient Searches for Solving Aerodynamic Optimization Problems
by: Fan Cao, et al.
Published: (2023-09-01)
by: Fan Cao, et al.
Published: (2023-09-01)
Multi-Objective Evolutionary Neural Architecture Search with Weight-Sharing Supernet
by: Junchao Liang, et al.
Published: (2024-07-01)
by: Junchao Liang, et al.
Published: (2024-07-01)
Application of Multi-Objective Hyper-Heuristics to Solve the Multi-Objective Software Module Clustering Problem
by: Haya Alshareef, et al.
Published: (2022-06-01)
by: Haya Alshareef, et al.
Published: (2022-06-01)
Socially Responsible Portfolio Selection: An Interactive Intuitionistic Fuzzy Approach
by: Yahya Hanine, et al.
Published: (2021-11-01)
by: Yahya Hanine, et al.
Published: (2021-11-01)
Analysis of Optimal Portfolio Formation Using Multi-Objective Optimization Method and Nadir Compromise Programming
by: Randa Resvitasari Aliwu, et al.
Published: (2025-02-01)
by: Randa Resvitasari Aliwu, et al.
Published: (2025-02-01)
An Adaptive Multi-Objective Evolutionary Algorithm with Two-Stage Local Search for Flexible Job-Shop Scheduling
by: Yingli Li, et al.
Published: (2020-11-01)
by: Yingli Li, et al.
Published: (2020-11-01)
Evolutionary convolutional neural network for image classification based on multi-objective genetic programming with leader–follower mechanism
by: Qingqing Liu, et al.
Published: (2022-11-01)
by: Qingqing Liu, et al.
Published: (2022-11-01)
MNATS: A Multi-Neighborhood Adaptive Tabu Search Algorithm for the Distributed No-Wait Flow Shop Scheduling Problem
by: Zhaohui Zhang, et al.
Published: (2025-09-01)
by: Zhaohui Zhang, et al.
Published: (2025-09-01)
Multi-objective multi-criteria evolutionary algorithm for multi-objective multi-task optimization
by: Ke-Jing Du, et al.
Published: (2022-02-01)
by: Ke-Jing Du, et al.
Published: (2022-02-01)
A Bounded Archiver for Hausdorff Approximations of the Pareto Front for Multi-Objective Evolutionary Algorithms
by: Carlos Ignacio Hernández Castellanos, et al.
Published: (2022-06-01)
by: Carlos Ignacio Hernández Castellanos, et al.
Published: (2022-06-01)
Multi-objective metaheuristics for hub location problem: A case study of rail network planning
by: Nam Pham Van, et al.
Published: (2025-10-01)
by: Nam Pham Van, et al.
Published: (2025-10-01)
Comparison between Single and Multi-Objective Evolutionary Algorithms to Solve the Knapsack Problem and the Travelling Salesman Problem
by: Mohammed Mahrach, et al.
Published: (2020-11-01)
by: Mohammed Mahrach, et al.
Published: (2020-11-01)
A Review on the Interpretability-Accuracy Trade-Off in Evolutionary Multi-Objective Fuzzy Systems (EMOFS)
by: Praveen Kumar Shukla, et al.
Published: (2012-07-01)
by: Praveen Kumar Shukla, et al.
Published: (2012-07-01)
Similar Items
-
Robust Mathematical Model for Projects' Portfolio Selection
and Solving with Non Dominated Sorting Genetic Algorithm
II
by: Abas Fadaei, et al.
Published: (2016-03-01) -
A Synergistic Multi-Objective Evolutionary Algorithm with Diffusion Population Generation for Portfolio Problems
by: Mulan Yang, et al.
Published: (2024-04-01) -
Robust Portfolio Optimization by Applying Multi-objective and Omega-conditional Value at Risk Models Based on the Mini-max Regret Criterion
by: Saeed Shirkavand, et al.
Published: (2022-05-01) -
MULTIOBJECTIVE FUZZY PORTFOLIO MODEL IN INDONESIAN SYARIAH STOCK MARKET
by: Chairil Hikayat, et al.
Published: (2025-04-01) -
ESG integration in portfolio selection: A robust preference-based multicriteria approach
by: Ana Garcia-Bernabeu, et al.
Published: (2024-06-01)
