Academic Journal
Portfolio Optimization From a Set of Preference Ordered Projects Using an Ant Colony Based Multi-objective Approach
| العنوان: | Portfolio Optimization From a Set of Preference Ordered Projects Using an Ant Colony Based Multi-objective Approach |
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| المؤلفون: | S. Samantha Bastiani, Laura Cruz-Reyes, Eduardo Fernandez, Claudia Gomez |
| المصدر: | International Journal of Computational Intelligence Systems, Vol 8, Iss 100 (2015) |
| بيانات النشر: | Springer, 2015. |
| سنة النشر: | 2015 |
| المجموعة: | LCC:Electronic computers. Computer science |
| مصطلحات موضوعية: | Project portfolio, multi-objective optimization, ant-colony meta-heuristic, Multi-Criteria Decision, Electronic computers. Computer science, QA75.5-76.95 |
| الوصف: | In this paper, a good portfolio is found through an ant colony algorithm (including a local search) that approximates the Pareto front regarding some kind of project categorization, cardinalities, discrepancies with priorities given by the ranking, and the average rank of supported projects; this approach is an improvement towards a proper modeling of preferences. The available information is only projects’ ranking and costs, and usually, resource allocation follows the ranking priorities until they are depleted. Results show that our proposal outperforms previous approaches. |
| نوع الوثيقة: | article |
| وصف الملف: | electronic resource |
| اللغة: | English |
| تدمد: | 18756891 1875-6883 |
| Relation: | https://www.atlantis-press.com/article/25868672.pdf; https://doaj.org/toc/1875-6883 |
| DOI: | 10.1080/18756891.2015.1129590 |
| URL الوصول: | https://doaj.org/article/b775831964554eb6b77d409ce014d2ea |
| رقم الانضمام: | edsdoj.b775831964554eb6b77d409ce014d2ea |
| قاعدة البيانات: | Directory of Open Access Journals |
| تدمد: | 18756891 18756883 |
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| DOI: | 10.1080/18756891.2015.1129590 |