Parallel MOEAs for Combinatorial Multiobjective Optimization Model of Financial Portfolio Selection.
Fernando Garcia Diniz Campos FerreiraGustavo P. HanaokaFelipe D. PaivaRodrigo T. N. CardosoPublished in: CEC (2018)
Keyphrases
- optimization model
- portfolio selection
- multi objective
- multiobjective evolutionary algorithms
- portfolio optimization
- multiple objectives
- multi objective optimization
- financial markets
- multi objective evolutionary algorithms
- portfolio management
- evolutionary algorithm
- multi objective optimization problems
- nsga ii
- multiobjective evolutionary algorithm
- multiobjective optimization
- optimization process
- bi objective
- optimization algorithm
- pareto optimal solutions
- network flow
- genetic algorithm
- optimization problems
- objective function
- particle swarm optimization
- stock market
- pareto optimal
- genetic programming
- transaction costs
- robust optimization
- optimal portfolio
- financial data
- stock price
- fitness function