Multi-objective Scatter Search with External Archive for Portfolio Optimization.
Khin LwinRong QuJianhua ZhengPublished in: IJCCI (2013)
Keyphrases
- scatter search
- portfolio optimization
- multi objective
- nsga ii
- bi objective
- multi objective optimization
- evolutionary algorithm
- multiple objectives
- optimization algorithm
- pareto optimal
- metaheuristic
- portfolio management
- particle swarm optimization
- portfolio selection
- objective function
- problems involving
- optimization problems
- genetic algorithm
- stock market
- risk management
- optimization methods
- test problems
- routing problem
- robust optimization
- optimal solution
- tabu search
- fitness function
- optimization method
- genetic programming
- np hard
- long term