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An analysis of the hypervolume Sharpe-ratio indicator - MaRDI portal

An analysis of the hypervolume Sharpe-ratio indicator (Q2286981)

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An analysis of the hypervolume Sharpe-ratio indicator
scientific article

    Statements

    title
    An analysis of the hypervolume Sharpe-ratio indicator (English)
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    author
    Andreia P. Guerreiro
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    Carlos M. Fonseca
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    publication date
    23 January 2020
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    zbMATH Keywords
    multiple criteria analysis
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    multiobjective optimization
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    quality indicator
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    portfolio selection
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    evolutionary algorithms
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    describes a project that uses
    SMS-EMOA
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    weightedHypervolume
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    HypE
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    Identifiers

    Mathematics Subject Classification ID
    90C29
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    90C59
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    91G10
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    zbMATH DE Number
    7156961
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    OpenAlex ID
    W2990951554
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    Wikidata QID
    Q126807437
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