Matches in SemOpenAlex for { <https://semopenalex.org/work/W2990951554> ?p ?o ?g. }
Showing items 1 to 92 of
92
with 100 items per page.
- W2990951554 endingPage "629" @default.
- W2990951554 startingPage "614" @default.
- W2990951554 abstract "Set-quality indicators have been used in Evolutionary Multiobjective Optimization Algorithms (EMOAs) to guide the search process. Recently, a new class of set-quality indicators combining the selection of solutions with fitness assignment has been proposed. This class is based on a formulation of fitness assignment as a Portfolio Selection Problem, where solutions are seen as assets whose returns are random variables, and fitness represents the investment in such assets/solutions. The Hypervolume Sharpe Ratio (HSR) Indicator is an instance of this class of indicators which has led to promising results as part of an EMOA denominated the Portfolio Optimization Selection Evolutionary Algorithm (POSEA). In this paper, the class of Sharpe-Ratio Indicators is formalized, and the HSR indicator is studied in regard to monotonicity, sensitivity to objective scaling, and dependence on its parameters. In addition, optimal μ-distributions on two-objective linear fronts, and the corresponding fitness assignments, are characterized. Such optimal μ-distributions turn out to be identical to those of the Hypervolume Indicator on the same fronts. Experimental results complement the analysis." @default.
- W2990951554 created "2019-12-05" @default.
- W2990951554 creator A5038504776 @default.
- W2990951554 creator A5066470602 @default.
- W2990951554 date "2020-06-01" @default.
- W2990951554 modified "2023-10-03" @default.
- W2990951554 title "An analysis of the Hypervolume Sharpe-Ratio Indicator" @default.
- W2990951554 cites W1884891163 @default.
- W2990951554 cites W2038420231 @default.
- W2990951554 cites W2056624909 @default.
- W2990951554 cites W2098907614 @default.
- W2990951554 cites W2108968575 @default.
- W2990951554 cites W2125899728 @default.
- W2990951554 cites W2126105956 @default.
- W2990951554 cites W2144982506 @default.
- W2990951554 cites W2203770136 @default.
- W2990951554 cites W2522253353 @default.
- W2990951554 doi "https://doi.org/10.1016/j.ejor.2019.11.023" @default.
- W2990951554 hasPublicationYear "2020" @default.
- W2990951554 type Work @default.
- W2990951554 sameAs 2990951554 @default.
- W2990951554 citedByCount "15" @default.
- W2990951554 countsByYear W29909515542021 @default.
- W2990951554 countsByYear W29909515542022 @default.
- W2990951554 countsByYear W29909515542023 @default.
- W2990951554 crossrefType "journal-article" @default.
- W2990951554 hasAuthorship W2990951554A5038504776 @default.
- W2990951554 hasAuthorship W2990951554A5066470602 @default.
- W2990951554 hasBestOaLocation W29909515541 @default.
- W2990951554 hasConcept C104317684 @default.
- W2990951554 hasConcept C106159729 @default.
- W2990951554 hasConcept C112313634 @default.
- W2990951554 hasConcept C126255220 @default.
- W2990951554 hasConcept C127716648 @default.
- W2990951554 hasConcept C139938925 @default.
- W2990951554 hasConcept C154945302 @default.
- W2990951554 hasConcept C162324750 @default.
- W2990951554 hasConcept C177264268 @default.
- W2990951554 hasConcept C185592680 @default.
- W2990951554 hasConcept C188082640 @default.
- W2990951554 hasConcept C199360897 @default.
- W2990951554 hasConcept C2777212361 @default.
- W2990951554 hasConcept C2780821815 @default.
- W2990951554 hasConcept C33923547 @default.
- W2990951554 hasConcept C41008148 @default.
- W2990951554 hasConcept C55493867 @default.
- W2990951554 hasConcept C81917197 @default.
- W2990951554 hasConceptScore W2990951554C104317684 @default.
- W2990951554 hasConceptScore W2990951554C106159729 @default.
- W2990951554 hasConceptScore W2990951554C112313634 @default.
- W2990951554 hasConceptScore W2990951554C126255220 @default.
- W2990951554 hasConceptScore W2990951554C127716648 @default.
- W2990951554 hasConceptScore W2990951554C139938925 @default.
- W2990951554 hasConceptScore W2990951554C154945302 @default.
- W2990951554 hasConceptScore W2990951554C162324750 @default.
- W2990951554 hasConceptScore W2990951554C177264268 @default.
- W2990951554 hasConceptScore W2990951554C185592680 @default.
- W2990951554 hasConceptScore W2990951554C188082640 @default.
- W2990951554 hasConceptScore W2990951554C199360897 @default.
- W2990951554 hasConceptScore W2990951554C2777212361 @default.
- W2990951554 hasConceptScore W2990951554C2780821815 @default.
- W2990951554 hasConceptScore W2990951554C33923547 @default.
- W2990951554 hasConceptScore W2990951554C41008148 @default.
- W2990951554 hasConceptScore W2990951554C55493867 @default.
- W2990951554 hasConceptScore W2990951554C81917197 @default.
- W2990951554 hasFunder F4320320300 @default.
- W2990951554 hasFunder F4320321868 @default.
- W2990951554 hasFunder F4320327374 @default.
- W2990951554 hasFunder F4320334779 @default.
- W2990951554 hasFunder F4320335322 @default.
- W2990951554 hasFunder F4320338080 @default.
- W2990951554 hasIssue "2" @default.
- W2990951554 hasLocation W29909515541 @default.
- W2990951554 hasOpenAccess W2990951554 @default.
- W2990951554 hasPrimaryLocation W29909515541 @default.
- W2990951554 hasRelatedWork W1989677776 @default.
- W2990951554 hasRelatedWork W2049592249 @default.
- W2990951554 hasRelatedWork W2063718133 @default.
- W2990951554 hasRelatedWork W2308416359 @default.
- W2990951554 hasRelatedWork W2392048961 @default.
- W2990951554 hasRelatedWork W2529167509 @default.
- W2990951554 hasRelatedWork W2740944126 @default.
- W2990951554 hasRelatedWork W2782806095 @default.
- W2990951554 hasRelatedWork W3156491025 @default.
- W2990951554 hasRelatedWork W4362674480 @default.
- W2990951554 hasVolume "283" @default.
- W2990951554 isParatext "false" @default.
- W2990951554 isRetracted "false" @default.
- W2990951554 magId "2990951554" @default.
- W2990951554 workType "article" @default.