Online Parallel Portfolio Selection with Heterogeneous Island Model.
Stepán BalcarMartin PilátPublished in: CoRR (2018)
Keyphrases
- portfolio selection
- island model
- parallel genetic algorithms
- evolutionary algorithm
- parallel genetic algorithm
- parallel distributed
- population size
- genetic algorithm
- portfolio optimization
- financial markets
- portfolio management
- particle swarm optimization pso
- population genetics
- multiple objectives
- ant colony optimization
- transaction costs
- optimization problems
- state space
- multi objective
- artificial intelligence