Applications of Genetic Algorithm to Portfolio Optimization with Practical Transaction Constraints.
Chieh-Yow ChianglinPublished in: JCIS (2006)
Keyphrases
- portfolio optimization
- genetic algorithm
- portfolio management
- portfolio selection
- bi objective
- problems involving
- stock market
- multi objective
- factor analysis
- multi objective optimization
- optimization method
- metaheuristic
- robust optimization
- evolutionary algorithm
- fitness function
- simulated annealing
- software engineering