Sharpe Index Based Portfolio Optimization Using Computational Intelligence.
Ahmed AbbasKamran RazaPublished in: IICAIET (2023)
Keyphrases
- portfolio optimization
- computational intelligence
- portfolio management
- portfolio selection
- stock market
- problems involving
- factor analysis
- robust optimization
- risk management
- bi objective
- stock exchange
- optimization methods
- investment decisions
- stock price
- artificial intelligence
- expert systems
- machine learning
- multistage
- neural network