Intelligent portfolio asset prediction enabled by hybrid Jaya-based spotted hyena optimization algorithm.
Meeta SharmaHardayal Singh ShekhawatPublished in: Kybernetes (2021)
Keyphrases
- optimization algorithm
- hybrid optimization algorithm
- multi objective
- prediction accuracy
- optimization method
- differential evolution
- optimization strategy
- particle swarm optimization pso
- portfolio theory
- evolutionary multi objective
- transaction costs
- prediction model
- artificial bee colony
- honey bee
- multi objective optimization
- control parameters
- bp neural network
- global optima
- artificial intelligence
- portfolio optimization
- asset allocation