Cross-entropy based multi-objective uncertain portfolio selection problem - Kar, Mohuya B.; Majumder, Saibal; Kar, Samarjit; Pal, Tandra (Journal of intelligent & fuzzy systems, 2017)
Keywords: Algorithms; Classifying; Divergence; Entropy (Information theory); Genetic algorithms; Judgments; Mathematical models; Multiple objective analysis; Portfolio management; Security; Sorting algorithms; Stock exchanges; multi-objective genetic algorithm; uncertain variables; Portfolio selection; uncertain multi-objective programming