Portfolio Optimization in Both Long and Short Selling Trading Using Trend Ratios and Quantum-Inspired Evolutionary Algorithms.
Yao-Hsin ChouYu-Chi JiangShu-Yu KuoPublished in: IEEE Access (2021)
Keyphrases
- portfolio optimization
- evolutionary algorithm
- quantum inspired
- mutation operator
- stock exchange
- binary gravitational search algorithm
- sharpe ratio
- portfolio selection
- bi objective
- stock market
- multi objective
- optimization problems
- optimization methods
- stock price
- differential evolution
- problems involving
- portfolio management
- quantum computing
- financial markets
- genetic algorithm
- factor analysis
- multi objective optimization
- immune clonal
- simulated annealing
- fitness function
- crossover operator
- optimization method
- genetic programming
- nsga ii
- risk management
- financial data
- robust optimization
- trading systems
- financial time series
- long term
- neural network
- mathematical programming
- tabu search
- particle swarm optimization
- trading strategies
- combinatorial optimization
- benchmark problems
- artificial neural networks
- optimal solution
- multiple objectives