A multi-objective evolutionary approach to the portfolio optimization problem.
Laura DiosanPublished in: CIMCA/IAWTIC (2005)
Keyphrases
- multi objective evolutionary
- multi objective
- nature inspired
- portfolio optimization
- hard constraints
- multi objective optimization problems
- multi objective optimization
- evolutionary algorithm
- neural network
- simulated annealing
- graph cuts
- combinatorial optimization
- swarm intelligence
- multi objective evolutionary algorithms