Pruning Pareto optimal solutions for multi-objective portfolio asset management
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DOI: 10.1016/j.ejor.2021.04.053
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Cited by:
- Sanath Kahagalage & Hasan Hüseyin Turan & Fatemeh Jalalvand & Sondoss El Sawah, 2023. "A novel graph-theoretical clustering approach to find a reduced set with extreme solutions of Pareto optimal solutions for multi-objective optimization problems," Journal of Global Optimization, Springer, vol. 86(2), pages 467-494, June.
- Ploussard, Quentin, 2024. "Piecewise linear approximation with minimum number of linear segments and minimum error: A fast approach to tighten and warm start the hierarchical mixed integer formulation," European Journal of Operational Research, Elsevier, vol. 315(1), pages 50-62.
- Fei Wang & Zhi Dong & Jichang Dong, 2023. "Assessment of the Drivers and Effects of International Science and Technology Cooperation in Xinjiang in the Context of the Belt and Road Initiative," Sustainability, MDPI, vol. 15(2), pages 1-20, January.
- Liu, Weilong & Zhang, Yong & Liu, Kailong & Quinn, Barry & Yang, Xingyu & Peng, Qiao, 2023. "Evolutionary multi-objective optimisation for large-scale portfolio selection with both random and uncertain returns," QBS Working Paper Series 2023/02, Queen's University Belfast, Queen's Business School.
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Keywords
Multiple criteria analysis; Multiple objective programming; Pareto pruning; Data clustering; Asset management;All these keywords.
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