A DEA-based MOEA/D algorithm for portfolio optimization

Zhongbao Zhou, Xianghui Liu, Helu Xiao, Shijian Wu, Yueyue Liu. A DEA-based MOEA/D algorithm for portfolio optimization. Cluster Computing, 22(6):14477-14486, 2019. [doi]

@article{ZhouLXWL19,
  title = {A DEA-based MOEA/D algorithm for portfolio optimization},
  author = {Zhongbao Zhou and Xianghui Liu and Helu Xiao and Shijian Wu and Yueyue Liu},
  year = {2019},
  doi = {10.1007/s10586-018-2316-7},
  url = {https://doi.org/10.1007/s10586-018-2316-7},
  researchr = {https://researchr.org/publication/ZhouLXWL19},
  cites = {0},
  citedby = {0},
  journal = {Cluster Computing},
  volume = {22},
  number = {6},
  pages = {14477-14486},
}