A Divide-and-Conquer-based Approach for Diverse Group Stock Portfolio Optimization Using Island-based Genetic Algorithms.
Chun-Hao ChenWan-Yi ShenMu-En WuTzung-Pei HongPublished in: CEC (2019)
Keyphrases
- portfolio optimization
- stock market
- stock price
- genetic algorithm
- portfolio selection
- portfolio management
- stock exchange
- factor analysis
- bi objective
- problems involving
- robust optimization
- risk management
- neural network
- simulated annealing
- optimization methods
- multi objective
- news articles
- short term
- metaheuristic
- investment decisions
- financial markets
- fitness function
- genetic programming
- financial time series
- decision support system