Performance Analysis of Strategies that aid in the Incorporation of Preferences in Public Portfolio Optimization Processes
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| Natura: | Artículo científico |
| Lingua: | en |
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International Journal of Combinatorial Optimization Problems and Informatics
2017
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| _version_ | 1876474230927785984 |
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| author | Laura Cruz-Reyes |
| author_facet | Laura Cruz-Reyes |
| contents | Performance Analysis of Strategies that aid in the Incorporation of Preferences in Public Portfolio Optimization Processes Laura Cruz-Reyes Mercedes Pérez-Villafuerte Nelson Rangel Claudia G. Gómez J. Patricia Sanchez-Solis Marcela Quiroz-Castellanos Daniel A. Martínez Vega Computación preference incorporation Preference Disaggregation Analysis Public portfolio selection problem The project portfolio selection is one of the most important strategic problems, both in private and in public sector. This can become an incredibly complex task due to several factors. Decision maker (DM) preferences are an essential element for decision - making, vary between decision - makers, and evolve over time. A strategy is required to assist the decision maker in the identification of the best compromise, an optimal or near - optimal solution that satisfies their preferences. This paper addresses the interactive incorporation of preferences to deal with preferences that evolve over time, specifically, involving the participation of the DM during the process of portfolio optimization and analysis. To model DM preferences, the methodo logy Preference Disaggregation Analysis (PDA) is incorporated in a hybrid algorithm that gives a solution to the public portfolio selection problem. This paper presents a study of the efficiency of the PDA incorporation in an interactive search process. Th e experimental results showed the potential of the proposed method. 2017 artículo científico 2007-1558 https://www.redalyc.org/articulo.oa?id=265253896005 en http://www.redalyc.org/revista.oa?id=2652 International Journal of Combinatorial Optimization Problems and Informatics application/pdf International Journal of Combinatorial Optimization Problems and Informatics International Journal of Combinatorial Optimization Problems and Informatics (México) Num.2 Vol.8 |
| format | Artículo científico |
| id | redalyc_265253896005 |
| institution | Redalyc |
| language | en |
| publishDate | 2017 |
| publisher | International Journal of Combinatorial Optimization Problems and Informatics |
| spellingShingle | Performance Analysis of Strategies that aid in the Incorporation of Preferences in Public Portfolio Optimization Processes Laura Cruz-Reyes Computación preference incorporation Preference Disaggregation Analysis Public portfolio selection problem Performance Analysis of Strategies that aid in the Incorporation of Preferences in Public Portfolio Optimization Processes Laura Cruz-Reyes Mercedes Pérez-Villafuerte Nelson Rangel Claudia G. Gómez J. Patricia Sanchez-Solis Marcela Quiroz-Castellanos Daniel A. Martínez Vega Computación preference incorporation Preference Disaggregation Analysis Public portfolio selection problem The project portfolio selection is one of the most important strategic problems, both in private and in public sector. This can become an incredibly complex task due to several factors. Decision maker (DM) preferences are an essential element for decision - making, vary between decision - makers, and evolve over time. A strategy is required to assist the decision maker in the identification of the best compromise, an optimal or near - optimal solution that satisfies their preferences. This paper addresses the interactive incorporation of preferences to deal with preferences that evolve over time, specifically, involving the participation of the DM during the process of portfolio optimization and analysis. To model DM preferences, the methodo logy Preference Disaggregation Analysis (PDA) is incorporated in a hybrid algorithm that gives a solution to the public portfolio selection problem. This paper presents a study of the efficiency of the PDA incorporation in an interactive search process. Th e experimental results showed the potential of the proposed method. 2017 artículo científico 2007-1558 https://www.redalyc.org/articulo.oa?id=265253896005 en http://www.redalyc.org/revista.oa?id=2652 International Journal of Combinatorial Optimization Problems and Informatics application/pdf International Journal of Combinatorial Optimization Problems and Informatics International Journal of Combinatorial Optimization Problems and Informatics (México) Num.2 Vol.8 |
| title | Performance Analysis of Strategies that aid in the Incorporation of Preferences in Public Portfolio Optimization Processes |
| topic | Computación preference incorporation Preference Disaggregation Analysis Public portfolio selection problem |
| url | https://www.redalyc.org/articulo.oa?id=265253896005 |