Comprehensive methods must be used for portfolio optimization. For this purpose, financial data of stock companies, inputs and outputs variable, the risk measure and investor’s preferences must be considered. By considering these items, we propose a method for portfolio optimization. In this paper, we used financial data of companies for screening the stock companies. We used Conditional Value ...

organizations need to evaluate project proposals and select the ones that are the most effective in reaching the strategic goals by considering sustainability issue. in order to enhance the effectiveness and the efficiency of project oriented organizations, in this paper a new multi-objective decision making (modm) approach of sustainable project portfolio selection is proposed which applies in...

When dealing with problems more than two objectives, sophisticated multi-objective optimization algorithms might be needed. Pareto optimization, which is based on the concept of dominated and non-dominated solutions, most widely utilized method when comparing solutions within a setting. However, in context where three or objectives are involved, effectiveness dominance approaches to drive conve...

Abstract Balancing multiple competing and conflicting objectives is an essential task for any artificial intelligence tasked with satisfying human values or preferences. Conflict arises both from misalignment between individuals values, but also value systems held by a single human. Starting principle of loss-aversion, we designed set soft maximin function approaches to multi-objective decision...