A DEA-based MOEA/D algorithm for portfolio optimization

Zhou, ZB; Liu, XH; Xiao, HL; Wu, SJ; Liu, YY

Zhou, ZB (reprint author), Hunan Univ, Sch Business Adm, Changsha 410082, Hunan, Peoples R China.

CLUSTER COMPUTING-THE JOURNAL OF NETWORKS SOFTWARE TOOLS AND APPLICATIONS, 2019; 22 (): 14477

Abstract

In this paper, we present a multi-objective genetic algorithm DEA-MOEA/D by integrating decomposition method and DEA (Data Envelopment Analysis) appro......

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