Open AccessAssessing and Comparing by Specific Metrics the Performance of 15 Multiobjective Optimization Metaheuristics when Solving the Portfolio Optimization Problem
Author(s) -
Florentina-Mihaela Apipie,
Vasile Georgescu
Publication year - 2019
Publication title -
economic computation and economic cybernetics studies and research
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.258
H-Index - 18
eISSN - 1842-3264
pISSN - 0424-267X
DOI - 10.24818/18423264/53.3.19.03
Subject(s) - metaheuristic , mathematical optimization , multi objective optimization , portfolio optimization , computer science , portfolio , optimization problem , mathematics , economics , financial economics