A Multi-objects Optimization Model and Its Algorithm for Securities' Portfolio Selection
Liying Wan · Shuxue de shijian yu renshi · 2010
Aiming at the minimax model Young given in 1998,an efficient algorithm is proposed.Based on this,a multi-objective optimization model is formulated and a method of centers for solving the problem is proposed.Through experiments and analysis,comparisons of these two models and their corresponding algorithms are given.