Portfolio optimization using multi-obj ective genetic algorithms.
Prisadarng SkolpadungketKeshav P. DahalNapat HarnpornchaiPublished in: IEEE Congress on Evolutionary Computation (2007)
Keyphrases
- portfolio optimization
- genetic algorithm
- portfolio management
- portfolio selection
- stock market
- bi objective
- factor analysis
- problems involving
- multi objective
- evolutionary algorithm
- stock price
- risk management
- multi objective optimization
- neural network
- optimization methods
- fitness function
- ant colony optimization
- genetic programming
- independent component analysis
- metaheuristic
- simulated annealing
- stock exchange
- management system
- long term