Uncertain mean-risk index portfolio selection considering inflation: Chaos adaptive genetic algorithm.
Kwang-Il ChoeXiaoxia HuangDi MaPublished in: Int. J. Mach. Learn. Cybern. (2024)
Keyphrases
- portfolio selection
- portfolio optimization
- portfolio management
- risk measures
- optimal portfolio
- multistage stochastic
- financial markets
- decision making
- robust optimization
- risk management
- particle swarm optimization
- multiple objectives
- software engineering
- decision support system
- genetic programming
- expected utility