A SPEA-Based Group Trading Strategy Portfolio Optimization Algorithm.
Chun-Hao ChenChong-You YeYeong-Chyi LeeTzung-Pei HongPublished in: ACIIDS (2021)
Keyphrases
- optimization algorithm
- multi objective
- nsga ii
- evolutionary algorithm
- differential evolution
- optimization method
- multi objective optimization
- multiobjective optimization
- pareto optimal
- particle swarm optimization pso
- evolutionary multi objective
- multiple objectives
- objective function
- particle swarm optimization
- global optima
- hybrid optimization algorithm
- optimization strategy
- artificial bee colony
- pareto optimal solutions
- particle swarm optimisation
- multi objective evolutionary algorithms
- convergence speed
- fitness function
- portfolio selection