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Listar por palabra clave "Evolutionary multiobjective optimization"

Mostrando ítems 1-4 de 4

A credibilistic mean-semivariance-PER portfolio selection model for Latin America

García García, Fernando; Gonzalez-Bueno, Jairo; Oliver-Muncharaz, Javier; Tamosiuniene, Rima (Vilnius Gediminas Technical University, 2019)

[EN] Many real-world problems in the financial sector have to consider different objectives which are conflicting, for example portfolio selection. Markowitz proposed an approach to determine the optimal composition of a ...
A multiobjective credibilistic portfolio selection model. Empirical study in the Latin American Integrated Market

García García, Fernando; Gonzalez-Bueno, Jairo; Guijarro, Francisco; Oliver-Muncharaz, Javier (Enterpreneurship and Sustainability Center, 2020)

[EN] This paper extends the stochastic mean-semivariance model to a fuzzy multiobjective model, where apart from return and risk, also liquidity is considered to measure the performance of a portfolio. Uncertainty of future ...
Multiobjective Approach to Portfolio Optimization in the Light of the Credibility Theory

García García, Fernando; González-Bueno, Jairo; Guijarro, Francisco; Oliver-Muncharaz, Javier; Tamosiuniene, Rima (Vilnius Gediminas Technical University, 2020)

[EN] The present research proposes a novel methodology to solve the problems faced by investors who take into consideration different investment criteria in a fuzzy context. The approach extends the stochastic mean-variance ...
Optimization of sonic crystal attenuation properties by ev-MOGA multiobjective evolutionary algorithm

Herrero Durá, Juan Manuel; Garcia-Nieto, Sergio; Blasco, Xavier; Romero García, Vicente; Sánchez Pérez, Juan Vicente; García-Raffi, L. M. (Springer-Verlag, 2009-08)

[EN] This paper shows a promising method for acoustic barrier design using a new acoustic material called Sonic Crystals (SCs). The configuration of these SCs is set as a multiobjective optimization problem which is very ...

Mostrando ítems 1-4 de 4

Listar por palabra clave "Evolutionary multiobjective optimization"

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Listar por palabra clave "Evolutionary multiobjective optimization"