Abstract: In evolutionary multi-objective optimization, the indicator-based subset selection problem involves finding a subset of points that maximizes a given quality indicator. Local search is an ...
Part two of our series, where we take a look back at some of the biggest SBC stories covered on our podcast over the last 12 months.
Abstract: In this article, the classic portfolio selection problem is reformulated as nine convex optimization problems to maximize nine risk-adjusted performance indexes based on nine different risk ...
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