Pareto ant colony optimization: a metaheuristic approach to multiobjective portfolio selection

DOI10.1023/B:ANOR.0000039513.99038.c6zbMath1067.91028OpenAlexW2014426727WikidataQ59389802 ScholiaQ59389802MaRDI QIDQ702713

Christine Strauss, Walter J. Gutjahr, Richard F. Hartl, Christian Stummer, Karl F. Doerner

Publication date: 17 January 2005

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/b:anor.0000039513.99038.c6

zbMATH Keywords

simulated annealing genetic algorithms portfolio selection multiobjective combinatorial optimization Ant colony optimization

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Approximation methods and heuristics in mathematical programming (90C59) Combinatorial optimization (90C27) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Portfolio theory (91G10)

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Uses Software

MACS-VRPTW

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