Portfolio Optimization From a Set of Preference Ordered Projects Using an Ant Colony Based Multi-objective Approach
In this paper, a good portfolio is found through an ant colony algorithm (including a local search) that approximates the Pareto front regarding some kind of project categorization, cardinalities, discrepancies with priorities given by the ranking, and the average rank of supported projects; this ap...
Main Authors: | S. Samantha Bastiani, Laura Cruz-Reyes, Eduardo Fernandez, Claudia Gomez |
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Format: | Article |
Language: | English |
Published: |
Springer
2015-12-01
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Series: | International Journal of Computational Intelligence Systems |
Subjects: | |
Online Access: | https://www.atlantis-press.com/article/25868672.pdf |
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