Whale Optimization Algorithm for Multiconstraint Second-Order Stochastic Dominance Portfolio Optimization.
Qianhao ZhaiTao YeMengxing HuangSiling FengH. LiPublished in: Comput. Intell. Neurosci. (2020)
Keyphrases
- optimization algorithm
- stochastic dominance
- portfolio optimization
- multi objective
- bi objective
- optimization method
- portfolio selection
- portfolio management
- optimization methods
- problems involving
- random variables
- robust optimization
- factor analysis
- stock market
- risk management
- differential evolution
- evolutionary multi objective
- stock price
- multiple objectives
- artificial bee colony
- evolutionary algorithm
- multi objective optimization
- stock exchange
- nsga ii
- graphical models
- hybrid optimization algorithm
- genetic algorithm
- multistage
- probabilistic model