Multi-objective interval portfolio optimization modeling and solving for margin trading.
Quying HeZhenan HeSuling DuanYuyanzhen ZhongPublished in: Swarm Evol. Comput. (2022)
Keyphrases
- multi objective
- portfolio optimization
- bi objective
- stock exchange
- multi objective optimization
- multiple objectives
- evolutionary algorithm
- objective function
- optimization algorithm
- portfolio management
- portfolio selection
- problems involving
- stock price
- pareto optimal
- stock market
- combinatorial optimization
- ant colony optimization
- sharpe ratio
- genetic algorithm
- financial markets
- nsga ii
- optimization methods